Wang, Jane-Ling Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics. (English) Zbl 0598.62034 Ann. Stat. 13, 932-946 (1985). 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 Cited in 2 ReviewsCited in 10 Documents MSC: 62G05 Nonparametric estimation 62F12 Asymptotic properties of parametric estimators 60F15 Strong limit theorems Keywords:local dominance; log likelihood ratio; strong consistency; approximate maximum likelihood estimators; AMLE; concave distribution; increasing failure rate; censored data × Cite Format Result Cite Review PDF Full Text: DOI