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

页码：9 / 21

页数：13

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