Keywords
- Loss Function
- Maximum Likelihood Estimator
- Classical Maximum
- Regular Case
- Borel Measurable Function
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References
L. Weiss and J. Wolfowitz—“Maximum probability estimators” Ann. Inst. Stat. Math. 19, No. 2 (1967), 193–206.
L. Weiss and J. Wolfowitz—“Generalized maximum likelihood estimators” Teoriya Vyeroyatnostey, 11, No. 1 (1966), 68–93.
J. Wolfowitz—“Asymptotic efficiency of the maximum likelihood estimator” Teoriya Vyeroyatnostey, 10, No. 2 (1965), 267–281.
A. Wald—“Note on the consistency of the maximum likelihood estimate” Ann. Math. Stat., 20, No. 4 (1949), 595–600.
H. Cramér—“Mathematical methods of statistics” Princeton University Press, 1946, Princeton, N. J.
S. Kaufman—“Asymptotic efficiency of the maximum likelihood estimator” Ann. Inst. Stat. Math. 18, No. 2 (1966), 155–178.
A. Wald “Asymptotic minimax solutions of sequential point estimation problems” Proc. Second Berkeley Symposium on Mathematical Statistics and Probability, 1950. Berkeley and Los Angeles, University of California Press, 1951.
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© 1969 Springer-Verlag
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Weiss, L., Wolfowitz, J. (1969). Maximum probability estimators with a general loss function. In: Behara, M., Krickeberg, K., Wolfowitz, J. (eds) Probability and Information Theory. Lecture Notes in Mathematics, vol 89. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0079130
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DOI: https://doi.org/10.1007/BFb0079130
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