On constrained maximum likelihood estimation with non-i.i.d. observations (Q802243)
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scientific article; zbMATH DE number 3881676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On constrained maximum likelihood estimation with non-i.i.d. observations |
scientific article; zbMATH DE number 3881676 |
Statements
On constrained maximum likelihood estimation with non-i.i.d. observations (English)
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1984
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Consistency and asymptotic normality of the m.l.e. are examined in the non-i.i.d. case when the parameters are constrained. Inequality constraints are considered as an application.
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constrained maximum likelihood
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Consistency
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asymptotic normality
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non- i.i.d. case
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Inequality constraints
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