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
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00075-5
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:28:y:1996:i:1:p:9-21
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().