Strong consistency of the MLE for sequential design problems

DOI10.1016/0167-7152(88)90105-8MaRDI QIDQ1118955zbMATH OpenOpenAlexFDO

Authors W. P. McCormick, Ashim K. Mallik, Jack H. Reeves

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90105-8

zbMATH Keywords

strong consistencyregression modelmaximum likelihood estimatorcompact experiment spacesintegrability of the likelihood ratio

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential statistical design (62L05)

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Cites work

• scientific article; zbMATH DE number 3604233 (Why is no real title available?)
• A sequentially constructed design for estimating a nonlinear parametric function
• Asymptotic inference from sequential design in a nonlinear situation
• Sequential Design of Experiments

Cited in

(2)

• A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling
• Structured Policies for a Sequential Design Problem with General Distributions

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