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Maximum-likelihood estimation in non-standard conditions

Moran, P. A. P.·1971·Mathematical Proceedings of the Cambridge Philosophical Society

Abstract

The origin of the present paper is the desire to study the asymptotic behaviour of certain tests of significance which can be based on maximum-likelihood estimators. The standard theory of such problems (e.g. Wald(4)) assumes, sometimes tacitly, that the parameter point corresponding to the null hypothesis lies inside an open set in the parameter space. Here we wish to study what happens when the true parameter point, in estimation problems, lies on the boundary of the parameter space.

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Metadata

Authors
Moran, P. A. P.
Venue
Mathematical Proceedings of the Cambridge Philosophical Society
Published
1971-11
Volume
70
Issue
3
Pages
441-450
ISSN
  • 0305-0041 (ISSN-L)
  • 1469-8064
OpenAlex
W2053362221
Cited by
169
References
0
FWCI
0.68
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Maximum-likelihood estimation in non-standard conditions. https://app.cochat.ai/papers/10.1017/s0305004100050088
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Moran, P. A. P. (1971). Maximum-likelihood estimation in non-standard conditions. Mathematical Proceedings of the Cambridge Philosophical Society. https://doi.org/10.1017/s0305004100050088

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.