Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions

Journal of the American Statistical Association

Volumn 82, Issue 398, 1987, Pages 605-610

  Self, Steven G ^a   Liang, Kung Yee ^b  

^a FRED HUTCHINSON CANCER RESEARCH CENTER   (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

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Indexed keywords

EID: 84907319426     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1987.10478472     Document Type: Article

References (8)

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2. Chernoff, H. (1954), “On the Distribution of the Likelihood Ratio,” Annals of Mathematical Statistics, 25, 573–578.
3. Cramér, H. (1946), Mathematical Methods of Statistics, Princeton, NJ: Princeton University Press.
4. Kulldorf, G. (1957), “On the Conditions for Consistency and Asymptotic Efficiency of Maximum Likelihood Estimates,” Skandinavisk Aktuarietidshrift, 40, 129–144.
5. Lehmann, E. L. (1983), Theory of Point Estimation, New York: John Wiley.
6. Miller, J. J. (1977), “Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance,” The Annals of Statistics, 5, 746–762.
7. Moran, P. A. P. (1971), “Maximum Likelihood Estimators in Non-Standard Conditions,” Proceedings of the Cambridge Philosophical Society, 70, 441–450.
8. Shapiro, A. (1985), “Asymptotic Distribution of Test Statistics in the Analysis of Moment Structures Under Inequality Constraints,” Biometrika, 72, 133–144.