Characterizing Additively Closed Discrete Models by a Property of Their Maximum Likelihood Estimators, With an Application to Generalized Hermite Distributions
- 1 September 2003
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 98 (463) , 687-692
- https://doi.org/10.1198/016214503000000594
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- On the Asymptotics of Constrained $M$-EstimationThe Annals of Statistics, 1994
- Generalized multivariate Hermite distributions and related point processesAnnals of the Institute of Statistical Mathematics, 1993
- On parameter orthogonality to the meanStatistical Papers, 1992
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard ConditionsJournal of the American Statistical Association, 1987
- Estimating the Parameters of a Convolution by Maximum LikelihoodJournal of the American Statistical Association, 1983
- On the Multivariate Poisson Normal DistributionJournal of the American Statistical Association, 1976
- A Generalized Hermite Distribution and Its PropertiesSIAM Journal on Applied Mathematics, 1974
- An alternative derivation of the Hermite distributionBiometrika, 1966
- On the Distribution of Forest Soil Microarthropods and Their Fit to "Contagious" Distribution FunctionsEcology, 1961
- On the Convolution of DistributionsThe Annals of Mathematical Statistics, 1954