### J. PFANZAGL

Mathematical Institute, University of Cologne, Albertus-Magnus-Platz,
D-50923 Cologne, Germany

(Received March 10, 1992; revised November 2, 1992)

Abstract.    Let { Pvartheta ,eta : vartheta \in Theta , eta \in Eta } be a family of probability measures admitting a sufficient statistic for the nuisance parameter eta . The paper presents conditions for consistency of (asymptotic) conditional maximum likelihood estimators for vartheta. An application to the Rasch-model (a stochastic model for psychological tests) yields a condition on the sequence of nuisance parameters which is sufficient for strong consistency of conditional maximum likelihood estimators, and necessary for the existence of any weakly consistent estimator-sequence.

Key words and phrases:    Estimation, consistency, nuisance parameters, logistic distribution.

Source ( TeX , DVI , PS )