Stat 581

References for consistency of mle's

Section 4.1, esp. theorem 1.5 (i)
Section 4.4

Serfling: Section 4.2.2

Cox and Hinkley: Section 9.2 (ii)

Lehmann: Sections 6.2-4, esp. theorems 2.2 and 4.1 (i)

Kendall and Stuart: Sections 18.10-14

Fisher, R. A. (1922): On the mathematical foundations of theoretical statistics. In Kotz and Johnson, vol.I, pp. 11-44.

Wald, A. (1949): Note on the consistency of the maximum likelihood estimate. Annals of Mathematical Statistics 20: 595-601.

Cramer: section 33.3

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