Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Revisiting the Neyman-Scott model: an Inconsistent MLE or an Ill-defined
  Model?   The Neyman and Scott (1948) model is widely used to demonstrate a serious
weakness of the Maximum Likelihood (ML) method: it can give rise to
inconsistent estimators. The primary objective of this paper is to revisit this
example with a view to demonstrate that the culprit for the inconsistent
estimation is not the ML method but an ill-defined statistical model. It is
also shown that a simple recasting of this model renders it well-defined and
the ML method gives rise to consistent and asymptotically efficient estimators.

6
The categories of this paper are: astro-ph
1
The categories of this paper are: cs
30
The categories of this paper are: q-alg
27
The categories of this paper are: comp-gas
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
17
The categories of this paper are: q-fin
21
The categories of this paper are: adap-org
7
The categories of this paper are: hep-th
3
The categories of this paper are: physics
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
2
The categories of this paper are: math
13
The categories of this paper are: quant-ph
8
The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th