Some paradoxes on the maximum likelihood principle are presented and commented. We consider the properties of the maximum likelihood estimators as a particular case of the M-estimators. We propose a unified theory which includes non-dominated models. Several examples are given.
@article{urn:eudml:doc:40193, title = {Remarques sur le maximum de vraisemblance.}, journal = {Q\"uestii\'o}, volume = {21}, year = {1997}, pages = {37-58}, mrnumber = {MR1476150}, zbl = {1167.62378}, language = {fr}, url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40193} }
Huber, Catherine; Nikulin, Mikhail. Remarques sur le maximum de vraisemblance.. Qüestiió, Tome 21 (1997) pp. 37-58. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40193/