Consistency and Asymptotic Normality of MLE's for Exponential Models

From MaRDI portal
Publication:5667365

DOI10.1214/aoms/1177692713zbMath0253.62005OpenAlexW1990751634MaRDI QIDQ5667365

Robert H. Berk

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1214/aoms/1177692713



Related Items

Asymptotic properties of MLE’s of parameters of exponentiated exponential lifetime distributions, Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data, On the normality a posteriori for exponential distributions, using the Bayesian estimation, Posterior probabilities: nonmonotonicity, asymptotic rates, log-concavity, and Turán's inequality, A mixture likelihood approach for generalized linear models, Joint distribution and marginal distribution methods for checking assumptions of generalized linear model, Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families, Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data, Existence of MLEs for discrete linear exponential models, Bahadur deficiency of likelihood ratio tests in exponential families, On the equivalence of some test criteria based on BAN estimators for the multivariate exponential family, Exponential-family models of random graphs: inference in finite, super and infinite population scenarios, Generalized Residuals for General Models for Contingency Tables With Application to Item Response Theory, Hodges-Lehmann optimality of tests, The asymptotic distribution of the proportion of correct classifications for a holdout sample in logistic regression, Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables, Approximation of density functions by orthogonal series with grouped data, A note on the maximum probability property of MLE's in multiparameter exponential families, Asymptotics in directed exponential random graph models with an increasing bi-degree sequence, Limits on log odds ratios for unidimensional item response theory models, Consistent structure estimation of exponential-family random graph models with block structure, Efficient robust estimates in parametric models, Efficient robust tests in parametric models, The asymptotic distribution of the likelihood ratio when the model is incorrect, Unnamed Item, Unnamed Item, Likelihood ratio tests and singularities, Robust estimation via minimum distance methods, An approximate posterior simulation for GLMM with large samples, Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity., Sequential confidence regions for maximum likelihood estimates., Link functions for parameters of sequential order statistics and curved exponential families