Remarques sur le maximum de vraisemblance.
Huber, Catherine ; Nikulin, Mikhail
Qüestiió, Tome 21 (1997), p. 37-58 / Harvested from Biblioteca Digital de Matemáticas

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.

Publié le : 1997-01-01
DMLE-ID : 2838
@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/