A note on the maximum probability property of MLE's in multiparameter exponential families |
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| Authors: | Dr H -P Kirschner |
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| Institution: | (1) Institut für Mathematische Stochastik der Universität, Freiburg, Hermann-Herder-Straße 10, D-7800 Freiburg |
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| Abstract: | Summary For multiparameter exponential models a short and direct proof is given that the maximum likelihood estimator is a maximum probability estimator with respect to a certain sequence of convex and bounded sets inR
(k) that are symmetric about the origin; asymptotically these sets are allowed to be unbounded. |
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