Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator

成果类型:
Article
署名作者:
Hess, C
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
发表日期:
1996
页码:
1298-1315
关键词:
摘要:
Using the variational properties of epi-convergence together with suitable results on the measurability of multifunctions and integrands, we prove a strong law of large numbers for sequences of integrands from which we deduce a general theorem of almost sure convergence (strong consistency) for the maximum likelihood estimator.