On the Convergence of Monte Carlo Maximum Likelihood Calculations
On the Convergence of Monte Carlo Maximum Likelihood Calculations
SUMMARY Monte Carlo maximum likelihood for normalized families of distributions can be used for an extremely broad class of models. Given any family {hθ: θ ∈ θ} of non-negative integrable functions, maximum likelihood estimates in the family obtained by normalizing the functions to integrate to 1 can be approximated by …