Corrections: Uniform Asymptotic Normality of the Maximum Likelihood Estimator

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymptotic normality of the maximum likelihood

We present conditions to obtain the asymptotic normality of the maximum likelihood estimator of a loss process presented in [2]. We shall use the notations of [2], write ‖ · ‖q for the standard L norm on an arbitrary space R, d ≥ 1, and let D φ denote the k−th order di erentiation with respect to φ. Let us introduce the following hypotheses: (A4) For all i ∈ {1, . . . , r}, λi(Φ0) > 0. (A5) For...

متن کامل

Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression

Poisson regression models for count variables have been utilized in many applications. However, in many problems overdispersion and zeroinflation occur. We study in this paper regression models based on the generalized Poisson distribution (Consul (1989)). These regression models which have been used for about 15 years do not belong to the class of generalized linear models considered by McCull...

متن کامل

Asymptotic normality of Powell’s kernel estimator

In this paper, we establish asymptotic normality of Powell’s kernel estimator for the asymptotic covariance matrix of the quantile regression estimator for both i.i.d. and weakly dependent data. As an application, we derive the optimal bandwidth that minimizes the approximate mean squared error of the kernel estimator.

متن کامل

Lecture 22: Maximum Likelihood Estimator

In the first part of this lecture, we will deal with the consistency and asymptotic distribution of maximum likelihood estimator. The second part of the lecture focuses on signal estimation/tracking. An estimator is said to be consistent if it converges to the quantity being estimated. This section speaks about the consistency of MLE and conditions under which MLE is consistent.

متن کامل

Asymptotic Normality of Maximum Likelihood and its Variational Approximation for Stochastic Blockmodels

Variational methods for parameter estimation are an active research area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that applies such methods to network data, and establish asymptotic normality rates for parameter estimates of stochastic blockmodel data, by either maximum likelihood or variational estimation. The resul...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 1982

ISSN: 0090-5364

DOI: 10.1214/aos/1176345717