Efficient Likelihood Estimators
- 1 November 1980
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 34 (4) , 233-235
- https://doi.org/10.1080/00031305.1980.10483036
Abstract
If X 1, …, X n are identically and independently distributed, then as n ŕ ∞, there exists under suitable regularity conditions a sequence of solutions of the likelihood equation that is consistent and asymptotically efficient. However, this consistent solution is not necessarily the maximum likelihood estimate. Likelihood estimation should therefore emphasize the determination of a consistent sequence of solutions of the likelihood equations rather than maximizing the likelihood. The issues are illustrated on some examples.Keywords
This publication has 5 references indexed in Scilit:
- Letters to the EditorThe American Statistician, 1979
- CommentJournal of the American Statistical Association, 1978
- A Simplified Approach to the Maximum Likelihood Estimation of the Covariance MatrixThe American Statistician, 1978
- Consistency and Asymptotic Normality of MLE's for Exponential ModelsThe Annals of Mathematical Statistics, 1972
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental ParametersThe Annals of Mathematical Statistics, 1956