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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/637| A Basic Result on the Consistency of Maximum Likelihood Estimators | |
| GRACIELA MARIA DE LOS DOLORES GONZALEZ FARIAS | |
| Acceso Abierto | |
| Atribución-NoComercial | |
| Estimación | |
| A sequence fXig of independent and identically distributed random objects is considered. The common distribution of the X i's is absolutely continuous with respect to a givenmeasure, and the corresponding density is not completely speciØed but depends on an unknown parameter. Under mild topological and continuity requirements, a necessary and su±cient crite- rion for the consistency of a sequence of maximum likelihood estimators is obtained. When this characterization is applied to the case in which the parameter belongs to a Ønite dimensional Euclidean space, the conclusion is that the sequence is consistent if and only if it is bounded with probability .1. | |
| Centro de Investigación en Matemáticas AC | |
| 08-05-2007 | |
| Reporte | |
| Inglés | |
| Investigadores | |
| ANÁLISIS MULTIVARIANTE | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Reportes Técnicos - Probabilidad y Estadística |
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| Fichero | Tamaño | Formato | |
|---|---|---|---|
| I-07-08.pdf | 237.89 kB | Adobe PDF | Visualizar/Abrir |