A Survey of Maximum Likelihood Estimation: Part 2

Autor: R. H. Norden
Rok vydání: 1973
Předmět:
Zdroj: International Statistical Review / Revue Internationale de Statistique. 41:39
ISSN: 0306-7734
DOI: 10.2307/1402786
Popis: In Part 2 of this survey the discussion is mainly confined to the problem of comparing maximum likelihood estimation with other estimation procedures and the related problems that arise by reason of the existence of inconsistent maximum likelihood estimates, and of other estimators which are superefficient, with regard to which special reference is made to the work of C. R. Rao (1961a and 1962a). Initially, however, there is a further discussion of Cramer's conditions as they relate to consistency and efficiency, and there is also a section on the general multiparameter situation. All references are contained within the bibliography at the end of Part 1 (Int. Statist. Rev., Vol. 40, No. 3, 1972, pp. 329-354), but a number of important definitions are given separately in the Appendix at the end of this paper.
Databáze: OpenAIRE