Maximum likelihood estimatorstrong consistencymixtures of distributionsidentifiabilityThe paper gives sufficient conditions for strong consistency of maximum likelihood estimators in certain nonparametric famil
T. (1990) Strong consistency of the maximum likelihood estimator in the change-point hazard rate model. Statistics 21: pp. 203-216Pham, T.D., Nguyen, H.T., 1990. Strong consistency of the maximum likelihood estimators in the change-point hazard rate model. Statistics 21, 203-216....
Our estimator is then defined as the maximiser of this criterion, thus a maximum likelihood estimator. When properly normalised, we prove that this criterion is convergent as the size of the path increases to infinity. This part of our work relies on using the link between RWRE and branching...
In this paper a modified concept of maximum penalized likelihood density estimators is introduced. The definition is based on the likelihood function, a penalty function and an initial estimator. The consistency of these modified maximum likelihood estimators is proved by applying the classical method ...
the log-concave maximum likelihood estimator (LCMLE). Our method can be viewed as a generalization of Dümbgen et al. (2011), where this type of estimators was first proposed and studied for the linear regression models. It is also related to sieved estimators such as those in Chen et ...
CONSISTENCY OF THE CONSTRAINED MAXIMUMLIKELIHOOD ESTIMATOR IN FINITE NORMALMIXTURE MODELSXianming Tan, Jiahua Chen, Runchu Zhang1Nankai University and University of WaterlooDue to non-regularity of the finite mixture of normal distributionsin both mean and variance, the usual maximum likelihood estimator...
In this chapter we comment further on the classical consistency proof, discuss possible extensions and point out limitations of the theory.1In the following letRn(ω,β)=Qn(z1,...,zn,τ^n,β)be some objective function, letβ^nbe a corresponding M-estimator satisfying (2.1), and letR¯...
摘要: In this paper we investigate the convergence of minimum contrast estimators to certain subsets of a "parameter space". By means of these results it is possible to weaken a continuity condition which is usually needed to prove the consistency of maximum likelihood estimators....
CONSISTENCY OF ESTIMATORS IN FACTOR ANALYSIS 喜欢 0 阅读量: 17 作者: Yutaka Kano 摘要: In factor analysis both the maximum likelihood estimator and the generalized least squares estimator for the structural parameters (i.e. factor loadings and unique variances) are shown to be consistent weakly ...
Shao, H., Yao, S., Zhao, Y., Zhang, C., Han, J., Kaplan, L., Su, L., Abdelzaher, T.: A constrained maximum likelihood estimator for unguided social sensing. In: INFOCOM, pp. 2429–2437 (2018) Google Scholar Wang, D., Amin, M.T., Li, S., Abdelzaher, T., Kaplan, L...