| Title:
|
On consistency of the MLE (English) |
| Author:
|
Rublík, František |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
31 |
| Issue:
|
1 |
| Year:
|
1995 |
| Pages:
|
45-64 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62B99 |
| MSC:
|
62F10 |
| MSC:
|
62F12 |
| idZBL:
|
Zbl 0858.62022 |
| idMR:
|
MR1324660 |
| . |
| Date available:
|
2009-09-24T18:53:24Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125188 |
| . |
| Reference:
|
[1] R. H. Berk: Consistency and asymptotic normality of mle's for exponential models.Ann. Math. Statist. 43 (1972), 103-204. Zbl 0253.62005, MR 0298810 |
| Reference:
|
[2] P. Billingsley: Statistical Inference for Markov Processes.The University of Chicago Press, Chicago 1961. Zbl 0106.34201, MR 0123419 |
| Reference:
|
[3] L. Fahrheimer: Maximum likelihood estimation in misspecified generalized linear models.Statistics 21 (1990), 487-502. MR 1087280 |
| Reference:
|
[4] R. V. Foutz, R. C. Srivastava: Statistical inference for Markov processes when the model is incorrect.Adv. in Appl. Probab. 11 (1979), 737-749. Zbl 0426.62060, MR 0544193 |
| Reference:
|
[5] V. Jarník: Diferenciální počet II.ČSAV, Prague 1956 (in Czech). |
| Reference:
|
[6] J. L. Kelley: General Topology.van Nostrand, Princeton 1968. Zbl 0157.53002, MR 0239550 |
| Reference:
|
[7] E. L. Lehmann: Testing statistical hypotheses.Wiley & Sons, New York 1959. Zbl 0089.14102, MR 0107933 |
| Reference:
|
[8] T. Makelainen K. Schmidt, and G. P. Styan: On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples.Ann. Statist. 9 (1981), 758-767. MR 0619279 |
| Reference:
|
[9] L. Schmetterer: Introduction to Mathematical Statistics.Springer Verlag, Berlin 1974. Zbl 0295.62001, MR 0359100 |
| Reference:
|
[10] M. S. Srivastava, C. G. Khatri: Introduction to Multivariate Statistics.North Holland, New York 1979. Zbl 0421.62034, MR 0544670 |
| Reference:
|
[11] A. Wald: Note on the consistency of the maximum likelihood estimate.Ann. Math. Statist. 20 (1949), 595-601. Zbl 0034.22902, MR 0032169 |
| Reference:
|
[12] H. White: Maximum-likelihood estimation of misspecified models.Econometrica 50 (1982), 1-25. Zbl 0478.62088, MR 0640163 |
| Reference:
|
[13] H. White: Maximum likelihood estimation of misspecified dynamic models.In: Mis-specification analysis (T. Dijkstra, ed.), Lecture Notes in Econom. and Math. Systems 237, Springer Verlag, Berlin-New York 1984, pp. 1-19. Zbl 0577.62090, MR 0791952 |
| . |
