Chapter 2
Maximum Likelihood Estimation
2.1 Introduction
2.2 Properties of the Score and Information
2.2.1 The Multiparameter Score and Information
2.2.2 The Likelihood Equation and its Solution
2.3 The Information Inequality
2.4 Limiting Distributions (Review)
2.5 Large Sample Properties of ML Estimators
2.5.1 Consistency and Asymptotic Normality
2.5.2 Pivotal Quantities and Confidence Intervals
2.5.3 The Multiparameter Case
Further reading
2.2 Properties of the Score and Information
2.2.1 The Multiparameter Score and Information
2.2.2 The Likelihood Equation and its Solution
2.3 The Information Inequality
2.4 Limiting Distributions (Review)
2.5 Large Sample Properties of ML Estimators
2.5.1 Consistency and Asymptotic Normality
2.5.2 Pivotal Quantities and Confidence Intervals
2.5.3 The Multiparameter Case
Further reading