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.

引用

页码：1699 / 1702

页数：4

共 50 条

[21] Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models
Xia, Tian
Tang, Nian-Sheng
Wang, Xue-Ren
STATISTICS & PROBABILITY LETTERS, 2006, 76 (11) : 1137 - 1146
[22] Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
Xia Tian
Kong Fan-chao
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2008, 23 (04) : 391 - 400
[23] Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
Tian Xia
Fan-chao Kong
Applied Mathematics-A Journal of Chinese Universities, 2008, 23
[24] Strong consistency of maximum quasi-likelihood estimates in generalized linear models
Yin, CM
Zhao, LC
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2005, 48 (08): : 1009 - 1014
[25] Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
XIA Tian1 KONG Fan-chao21 Dept.of Statist.
AppliedMathematics:AJournalofChineseUniversities(SeriesB), 2008, (04) : 391 - 400
[26] Maximum weighted likelihood for discrete choice models with a dependently censored covariate
Lv, Xiaofeng
Zhang, Gupeng
Li, Qinghai
Li, Rui
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2017, 46 (01) : 15 - 27
[27] Maximum weighted likelihood for discrete choice models with a dependently censored covariate
Xiaofeng Lv
Gupeng Zhang
Qinghai Li
Rui Li
Journal of the Korean Statistical Society, 2017, 46 : 15 - 27
[28] Consistency and asymptotic normality of maximum likelihood estimation for gaussian markov processes from discrete observations
Gaschler, B
METRIKA, 1996, 43 (01) : 69 - 90
[29] Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
Xia, Tian
Jiang, Xuejun
Wang, Xueren
STATISTICS & PROBABILITY LETTERS, 2015, 103 : 37 - 45
[30] Consistency of a phylogenetic tree maximum likelihood estimator
RoyChoudhury, Arindam
Willis, Amy
Bunge, John
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2015, 161 : 73 - 80

← 1 2 3 4 5 →