Pseudo maximum likelihood estimation: Theory and applications

DOI10.1214/aos/1176345526zbMath0471.62032OpenAlexW2001746283MaRDI QIDQ1157645

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345526

zbMATH Keywords

consistency asymptotics mixture models pseudo maximum likelihood estimator convolution models asymptotic relative efficiencies moment methods estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10)

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