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

被引：1
|
作者：
Miao, WW
Hahn, MG
机构：
[1] MT HOLYOKE COLL,DEPT MATH,S HADLEY,MA 01075
[2] TUFTS UNIV,DEPT MATH,MEDFORD,MA 02155
来源：
STATISTICS & PROBABILITY LETTERS | 1996年 / 28卷 / 01期
基金：
美国国家科学基金会;
关键词：
maximum likelihood; strong consistency; exponential families; steep exponential families;
D O I：
10.1016/0167-7152(95)00075-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The paper focuses on existence, in the sense of Hoffmann-Jorgensen, of the maximum likelihood estimate (MLE) of the parameter for 1-dimensional exponential families. It is established that the MLE exists in most cases.
引用
收藏
页码：9 / 21
页数：13
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