seminars:stat:200130
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| + | We study the sufficient conditions for the consistency of the maximum likelihood estimator (MLE) | ||
| + | under a certain parametric distribution families where | ||
| + | E(log f(X)) may not exist or may not be finite, and | ||
| + | f is the density of the random variable $X$. | ||
| + | The existing sufficient conditions in | ||
| + | the classical textbooks (e.g., | ||
| + | Ferguson (1996), Casella and Berger (2001), among others) | ||
| + | for the consistency of MLEs are not applicable to these families. | ||
| + | We establish another set of sufficient conditions | ||
| + | and apply them to these class of parametric families. | ||
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