Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator

DOI10.1007/BF02504641zbMath0354.62023MaRDI QIDQ1236849

Leon Jay Gleser, James C. Fu

Publication date: 1975

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items

On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes ⋮ A nondegenerate penalized likelihood estimator for variance parameters in multilevel models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a theorem of Bahadur on the rate of convergence of point estimators
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Asymptotic Efficiency of the Maximum Likelihood Estimator
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Some contributions to the asymptotic theory of Bayes solutions
• Generalized Maximum Likelihood Estimators
• Rates of Convergence of Estimates and Test Statistics
• On Fisher's Bound for Asymptotic Variances
• The Asymptotic Behavior of Bayes' Estimators
• Note on the Consistency of the Maximum Likelihood Estimate
• On Stochastic Limit and Order Relationships