Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families

Weiwen Miao and Marjorie G. Hahn

Statistics & Probability Letters, 1996, vol. 28, issue 1, 9-21

Abstract: The paper focuses on existence, in the sense of Hoffmann-Jørgensen, of the maximum likelihood estimate (MLE) of the parameter for 1-dimensional exponential families. It is established that the MLE exists in most cases.

Keywords: Maximum; likelihood; Strong; consistency; Exponential; families; Steep; exponential; families (search for similar items in EconPapers)
Date: 1996
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