Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case

DOI10.1007/BF02504623zbMath0359.62016WikidataQ56010531 ScholiaQ56010531MaRDI QIDQ1238569

George G. Roussas, Andreas N. Philippou

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) Sums of independent random variables; random walks (60G50) Asymptotic properties of parametric tests (62F05)

Related Items (10)

Estimation in the presence of incidental parameters ⋮ ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS ⋮ On the applicability of several tests to models with not identically distributed random effects ⋮ Parameter uncertainty in biochemical models described by ordinary differential equations ⋮ Population pharmacokinetic/pharmacodynamic mixture models via maximum a posteriori estimation ⋮ Rothman-Woodroofe symmetry test statistic revisited ⋮ Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes ⋮ Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation ⋮ Nonlinear random effects mixture models: maximum likelihood estimation via the EM algorithm ⋮ ML estimation of multiple regression parameters under classification of the dependent variable

Cites Work

• Asymptotic normality of the maximum likelihood estimate in Markov processes
• The asymptotic properties of ML estimators when sampling from associated populations
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
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