Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions

  • Redner R
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Abstract

The results of Wald on the consistency of the maximum likelihood estimate are extended. Applications are made to mixture distributions and to clustering when the number of clusters is not known.

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APA

Redner, R. (2007). Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions. The Annals of Statistics, 9(1). https://doi.org/10.1214/aos/1176345353

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