Strong consistency of the MLE for sequential design problems

William P. McCormick, Ashim K. Mallik and Jack H. Reeves

Statistics & Probability Letters, 1988, vol. 6, issue 6, 441-446

Abstract: Under mild smoothness conditions on the densities, it is shown that for the sequential design problem with compact experiment space the sequence of maximum likelihood estimators is strongly consistent.

Keywords: maximum; likelihood; sequential; design; strong; consistency (search for similar items in EconPapers)
Date: 1988
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