CONSISTENCY;
MAXIMUM LIKELIHOOD ESTIMATOR;
WALDS CONDITIONS;
D O I:
10.1080/02331889408802457
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
The consistency of the maximum likelihood estimator is considered with an approach from its uniform consistency. Regularity conditions for its consistency are given in consideration of the Wald conditions. The relationship among the conditions is also discussed.