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Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions

Richard Redner

The Annals of Statistics · 1981 · Volume 9 · Issue 1

DOI: 10.1214/aos/1176345353

Abstract

The results of Wald on the consistency of the maximum likelihood estimate are extended. Applications are made to mixture distributions and to clustering when the number of clusters is not known.

Keywords

62F10, clustering, consistency, maximum likelihood estimation, mixture densities

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