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Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments

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  • Tian, Yubin

Abstract

It is often of interest to estimate parameters of a response curve based on sequential sensitivity experiments. However, there is no general method to establish consistency of the maximum likelihood estimators or Bayesian estimators. In this paper, we focus on a general sequential design with a general parametric model. Under mild conditions, we prove the consistency of the estimators. Also we give a higher order approximation for the posterior expectation.

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  • Tian, Yubin, 2009. "Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 728-732, March.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:6:p:728-732
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