On the consistency of conditional maximum likelihood estimators

DOI10.1007/BF00774782zbMath0815.62010MaRDI QIDQ1335373

Johann Pfanzagl

Publication date: 29 June 1995

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

zbMATH Keywords

logistic distributionconsistencynuisance parametersstrong consistencysufficient statisticconditional maximum likelihood estimatorsRasch-modelweakly consistent estimator sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items

A consistent estimator for the binomial distribution in the presence of ``incidental parameters: an application to patent data, A case of asymptotic equivalence between conditional and marginal maximum likelihood estimators, Nonparametric estimation of the ability density in the mixed-effect Rasch model, Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model, Strong Gaussian approximation of the mixture Rasch model, The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context

Cites Work

• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• On the existence and uniqueness of maximum-likelihood estimates in the Rasch model
• Estimation in semiparametric models. Some recent developments
• A goodness of fit test for the Rasch model
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
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