Properties of Maximum Likelihood and Bayes’ Estimators for Non-Identically Distributed Observations
- 1 September 1976
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 20 (4) , 689-697
- https://doi.org/10.1137/1120078
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Local Asymptotic Normality for Non-Identically Distributed ObservationsTheory of Probability and Its Applications, 1976
- On Moments of Generalized Bayesian Estimators and Maximum Likelihood EstimatorsTheory of Probability and Its Applications, 1974
- Asymptotic relations between the likelihood estimating function and the maximum likelihood estimatorAnnals of the Institute of Statistical Mathematics, 1973
- Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood RatioTheory of Probability and Its Applications, 1973
- Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, IIJournal of the American Statistical Association, 1973
- Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed CaseThe Annals of Mathematical Statistics, 1971
- Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard CasesJournal of the American Statistical Association, 1971
- On the estimation of a harmonic component in a time series with stationary independent residualsBiometrika, 1971