Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
We consider maximum likelihood estimation of finite mixture of uniform distributions. We prove that maximum likelihood estimator is strongly consistent, if the scale parameters of the component uniform distributions are restricted from below by exp(-n^d), 0 < d < 1, where n is the sample size.
Keywords
Cite
@article{arxiv.math/0409197,
title = {Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small},
author = {Kentaro Tanaka and Akimichi Takemura},
journal= {arXiv preprint arXiv:math/0409197},
year = {2007}
}
Comments
20 pages, 1 figure