Summary
Consistency and asymptotic normality of the m.l.e. are examined in the non-i.i.d. case when the parameters are constrained. Inequality constraints are considered as an application.
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Crowder, M. On constrained maximum likelihood estimation with non-i.i.d. observations. Ann Inst Stat Math 36, 239–249 (1984). https://doi.org/10.1007/BF02481968
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DOI: https://doi.org/10.1007/BF02481968