ON CONSISTENCY OF A CLASS OF ESTIMATORS FOR EXPONENTIAL-FAMILIES OF MARKOV RANDOM-FIELDS ON THE LATTICE

• 成果类型: Article
• 署名作者: COMETS, F
• 署名单位: Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS)
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348532
• 发表日期: 1992
• 页码: 455-468
• 关键词: large deviations

摘要

We prove strong consistency of a class of maximum objective estimators for exponential parametric families of Markov random fields on Z(d), including both maximum likelihood and pseudolikelihood estimators, using large deviation estimates. We also obtain the optimality property for the maximum likelihood estimator in the sense of Bahadur.