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/