Nearly universal consistency of maximum likelihood in discrete models

被引：6
|
作者：
Seo, Byungtae [1 ]
Lindsay, Bruce G. [2 ]
机构：
[1] Sungkyunkwan Univ, Dept Stat, Seoul, South Korea
[2] Penn State Univ, Dept Stat, University Pk, PA 16802 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 07期
基金：
新加坡国家研究基金会; 美国国家科学基金会;
关键词：
Maximum likelihood; Consistency; Inconsistent MLE;
D O I：
10.1016/j.spl.2013.03.025
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The consistency of the maximum likelihood estimator (MLE) has been well studied in many papers such as Wald (1949), Kiefer and Wolfowitz (1956) and many more subsequent works. The purpose of this short note is to provide a new direction to understand the consistency of the MLE in discrete models. In addition, our work gives a very general and direct proof for the consistency of the MLE by introducing a parameter-free version of consistency. (c) 2013 Elsevier B.V. All rights reserved.
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页码：1699 / 1702
页数：4
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