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A note on the maximum probability property of MLE's in multiparameter exponential families

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For multiparameter exponential models a short and direct proof is given that the maximum likelihood estimator is a maximum probability estimator with respect to a certain sequence of convex and bounded sets inR (k) that are symmetric about the origin; asymptotically these sets are allowed to be unbounded.

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Authors and Affiliations

  1. Institut für Mathematische Stochastik der Universität, Freiburg, Hermann-Herder-Straße 10, D-7800, Freiburg

    H. -P. Kirschner

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  1. H. -P. Kirschner
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Kirschner, H.P. A note on the maximum probability property of MLE's in multiparameter exponential families. Metrika 24, 209–213 (1977). https://doi.org/10.1007/BF01893410

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  • DOI: https://doi.org/10.1007/BF01893410

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