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The strong consistency for maximum likelihood estimates: a proof not based on the likelihood ratio

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Publication:2704633
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DOI10.1016/S0764-4442(00)01718-3zbMath0968.62029OpenAlexW2013342860WikidataQ128081701 ScholiaQ128081701MaRDI QIDQ2704633

S. Fiorin

Publication date: 17 September 2001

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)01718-3


zbMATH Keywords

law of large numbersmaximum likelihood estimatesstrong consistencyuniformity of convergence


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)


Related Items (2)

On the strong consistency of asymptotic \(M\)-estimators ⋮ A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling







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