Strong consistency of the MLE for sequential design problems

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.

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Year of publication:	1988
Authors:	McCormick, William P. ; Mallik, Ashim K. ; Reeves, Jack H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 6, p. 441-446
Publisher:	Elsevier
Keywords:	maximum likelihood sequential design strong consistency

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

Persistent link: https://www.econbiz.de/10005319814