Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator

DOI10.1214/aos/1032526970zbMath0862.62029OpenAlexW1964254299MaRDI QIDQ1816986

Hess, Christian

Publication date: 1 December 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1032526970

zbMATH Keywords

strong law of large numbersnormal integrandsmaximum likelihood estimatoralmost sure convergencestrong consistencyset convergencemeasurability of multifunctionsvariational properties of epi-convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Strong limit theorems (60F15) Optimality conditions for problems involving randomness (49K45)

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Cites Work

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• Convergence of Conditional Expectations for Unbounded Random Sets, Integrands, and Integral Functionals
• Measurable relations
• Convergence of Sequences of Convex Sets, Cones and Functions. II
• Note on the Consistency of the Maximum Likelihood Estimate
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