Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152975 | Statistics & Probability Letters | 2013 | 4 Pages |
Abstract
The consistency of the maximum likelihood estimator (MLE) has been well studied in many papers such as Wald (1949), Kiefer and Wolfowitz (1956) and many more subsequent works. The purpose of this short note is to provide a new direction to understand the consistency of the MLE in discrete models. In addition, our work gives a very general and direct proof for the consistency of the MLE by introducing a parameter-free version of consistency.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Byungtae Seo, Bruce G. Lindsay,