Article,

On Consistency of a Class of Estimators for Exponential Families of Markov Random Fields on the Lattice

.
The Annals of Statistics, 20 (1): 455--468 (March 1992)
DOI: 10.1214/aos/1176348532

Abstract

We prove strong consistency of a class of maximum objective estimators for exponential parametric families of Markov random fields on ℤd, including both maximum likelihood and pseudolikelihood estimators, using large deviation estimates. We also obtain the optimality property for the maximum likelihood estimator in the sense of Bahadur.

Tags

Users

  • @peter.ralph

Comments and Reviews