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Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics. (English) Zbl 0598.62034

The author gives sufficient conditions for strong consistency of approximate maximum likelihood estimators (AMLE). The results are applied to study consistency properties of AMLE for families of densities with concave distribution functions or increasing failure rate distributions. The strong consistency for AMLE based on censored data is derived.
Reviewer: B.L.S.Prakasa Rao

MSC:

62G05 Nonparametric estimation
62F12 Asymptotic properties of parametric estimators
60F15 Strong limit theorems
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