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

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.

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Year of publication:	1996
Authors:	Miao, Weiwen ; Hahn, Marjorie G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 1, p. 9-21
Publisher:	Elsevier
Keywords:	Maximum likelihood Strong consistency Exponential families Steep exponential families

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259060