Strong Consistency of the Maximum Product of Spacings Estimates with Applications in Nonparametrics and in Estimation of Unimodal Densities

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

Natural Sciences, Biostatistics, Probability Theory +11

Theory of Point Estimation

Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations

Natural Sciences, Mathematics, Optimization +14

Order Restricted Statistical Inference.

Thomas J. Santner, Tim Robertson, F. T. Wright et al. · Journal of the American Statistical Association · 1990 · 1.6K citations

Natural Sciences, Biostatistics, Mathematics +10

Note on the Consistency of the Maximum Likelihood Estimate

Abraham Wald · The Annals of Mathematical Statistics · 1949 · 1.1K citations · Full text

Natural Sciences, Mathematics, Probability Theory +10

Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters

J. Kiefer, J. Wolfowitz · The Annals of Mathematical Statistics · 1956 · 1K citations · Full text

Natural Sciences, Mathematics, Probability Theory +14