On Wald's Proof of the Consistency of the Maximum Likelihood Estimate
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Publication:5791828
DOI10.1214/aoms/1177729953zbMath0034.22903OpenAlexW2064122261MaRDI QIDQ5791828
Publication date: 1949
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177729953
Related Items (14)
Conditions equivalent to consistency of approximate MLE's for stochastic processes ⋮ Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case ⋮ Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes ⋮ A constrained maximum likelihood estimation for skew normal mixtures ⋮ The subset argument and consistency of MLE in GLMM: answer to an open problem and beyond ⋮ Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions ⋮ Large sample properties of estimates of a discrete grade of membership model ⋮ Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series ⋮ Conditions equivalent and doubly equivalent to consistency of approximate MLE's ⋮ A minimax approach to consistency and efficiency for estimating equations ⋮ Convergence of continuous-time partitioned adaptive state estimators ⋮ Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution ⋮ On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency ⋮ Asymptotic behavior of solutions: an application to stochastic NLP
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