Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
作者:
Lionel Weiss,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1971)
卷期:
Volume 66,
issue 334
页码: 345-350
ISSN:0162-1459
年代: 1971
DOI:10.1080/01621459.1971.10482266
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Most results on the asymptotic properties of maximum likelihood estimators are for the standard cases where we observe independent and identically distributed random variables, whose distribution satisfies certain regularity conditions. In this article, similar properties are shown to hold for a class of cases where the observed random variables are not necessarily independent and identically distributed.
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