Generalized maximum likelihood estimates for infinite dimensional exponential families
نویسنده
چکیده
The notion of generalized maximum likelihood estimate for finite dimensional canonically convex exponential families, studied in detail in previous works of the authors, is extended to an infinite dimensional setting. Existence of the estimate when a generalized log-likelihood function is bounded above, and a continuity property are established. Related literature and examples are discussed. MSC 2000: 60A10, 94A17, 62B10, 62H12
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