On the consistency of conditional maximum likelihood estimators |
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Authors: | J. Pfanzagl |
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Affiliation: | (1) Mathematical Institute, University of Cologne, Albertus-Magnus-Platz, D-50923 Cologne, Germany |
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Abstract: | Let {P, : , H} be a family of probability measures admitting a sufficient statistic for the nuisance parameter . The paper presents conditions for consistency of (asymptotic) conditional maximum likelihood estimators for . An application to the Rasch-model (a stochastic model for psychological tests) yields a condition on the sequence of nuisance parameters which is sufficient for strong consistency of conditional maximum likelihood estimators, and necessary for the existence of any weakly consistent estimator-sequence. |
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Keywords: | Estimation consistency nuisance parameters logistic distribution |
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