On consistency of the MLE
Kybernetika, Tome 31 (1995) no. 1, pp. 45-64 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62B99, 62F10, 62F12
@article{KYB_1995_31_1_a3,
     author = {Rubl{\'\i}k, Franti\v{s}ek},
     title = {On consistency of the {MLE}},
     journal = {Kybernetika},
     pages = {45--64},
     year = {1995},
     volume = {31},
     number = {1},
     mrnumber = {1324660},
     zbl = {0858.62022},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1995_31_1_a3/}
}
TY  - JOUR
AU  - Rublík, František
TI  - On consistency of the MLE
JO  - Kybernetika
PY  - 1995
SP  - 45
EP  - 64
VL  - 31
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/KYB_1995_31_1_a3/
LA  - en
ID  - KYB_1995_31_1_a3
ER  - 
%0 Journal Article
%A Rublík, František
%T On consistency of the MLE
%J Kybernetika
%D 1995
%P 45-64
%V 31
%N 1
%U http://geodesic.mathdoc.fr/item/KYB_1995_31_1_a3/
%G en
%F KYB_1995_31_1_a3
Rublík, František. On consistency of the MLE. Kybernetika, Tome 31 (1995) no. 1, pp. 45-64. http://geodesic.mathdoc.fr/item/KYB_1995_31_1_a3/

[1] R. H. Berk: Consistency and asymptotic normality of mle's for exponential models. Ann. Math. Statist. 43 (1972), 103-204. | MR | Zbl

[2] P. Billingsley: Statistical Inference for Markov Processes. The University of Chicago Press, Chicago 1961. | MR | Zbl

[3] L. Fahrheimer: Maximum likelihood estimation in misspecified generalized linear models. Statistics 21 (1990), 487-502. | MR

[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. | MR | Zbl

[5] V. Jarník: Diferenciální počet II. ČSAV, Prague 1956 (in Czech).

[6] J. L. Kelley: General Topology. van Nostrand, Princeton 1968. | MR | Zbl

[7] E. L. Lehmann: Testing statistical hypotheses. Wiley & Sons, New York 1959. | MR | Zbl

[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

[9] L. Schmetterer: Introduction to Mathematical Statistics. Springer Verlag, Berlin 1974. | MR | Zbl

[10] M. S. Srivastava, C. G. Khatri: Introduction to Multivariate Statistics. North Holland, New York 1979. | MR | Zbl

[11] A. Wald: Note on the consistency of the maximum likelihood estimate. Ann. Math. Statist. 20 (1949), 595-601. | MR | Zbl

[12] H. White: Maximum-likelihood estimation of misspecified models. Econometrica 50 (1982), 1-25. | MR | Zbl

[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. | MR | Zbl