BS2 Statistical Inference - Lecture 7
Asymptotic properties of the MLE
This lecture is concerned with asymptotic results for maximum likelihood estimates. We show that for linear exponential families, the MLE is asymptotically consistent, unbiased and efficient. We also sketch a proof of the same results in the more general case.
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Last updated: Saturday, 06 November 2004 09:48. Steffen L. Lauritzen