On the uniqueness of the maximum likelihood estimator.
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Publication:5958452
DOI10.1016/S0165-1765(01)00600-0zbMath1072.91623OpenAlexW1979460978MaRDI QIDQ5958452
Publication date: 3 March 2002
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00600-0
Estimation in multivariate analysis (62H12) Statistical methods; economic indices and measures (91B82)
Related Items (5)
Almost sure uniqueness of a global minimum without convexity ⋮ Criteria for unconstrained global optimization ⋮ Unnamed Item ⋮ A Mountain Pass Lemma and its implications regarding the uniqueness of constrained minimizers ⋮ Strictly log-concave probability distributions in discrete response models
Cites Work
- Econometric specification of stochastic discount factor models
- Multiple roots of the Tobit log-likelihood
- On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
- On the unimodality of the likelihood for the Cauchy distribution: Some comments
- Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
- On the uniqueness of the maximum likelihood estimator in truncated regression models
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