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The Limiting Distribution of the MLE for the Location Parameters in Nonregular Translation Distributions and Its Asymptotic Efficiency

The Limiting Distribution of the MLE for the LocationParameters in Nonregular Translation Distributionsand Its Asymptotic Efficiency
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摘要 In this paper, we consider the location model Y = θ + 6, where θ is an unknown parameter, and e is the error belonging to the interval [a,b]. We assume that θhas the following density function: Then we give the limiting distribution of MLE θn for 1 < min(α,β) < 2 and consider the Bahadur asymptotic estimator. Since the results depend only on α,β,C1,C2 and are independent of the concrete form of f(x), they have adaptability. In this paper, we consider the location model Y = θ + 6, where θ is an unknown parameter, and e is the error belonging to the interval [a,b]. We assume that θhas the following density function:Then we give the limiting distribution of MLE θn for 1 < min(α,β) < 2 and consider the Bahadur asymptotic estimator. Since the results depend only on α,β,C1,C2 and are independent of the concrete form of f(x), they have adaptability.
作者 成 平
出处 《Northeastern Mathematical Journal》 CSCD 2001年第4期407-422,共16页 东北数学(英文版)
关键词 Bahadur asymptotic efficiency Nonregular uncommon support distri-bution MLE Bahadur asymptotic efficiency, Nonregular uncommon support distri-bution, MLE
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参考文献3

  • 1Masafumi Akahira.Asymptotic optimality of estimators in non-regular cases[J].Annals of the Institute of Statistical Mathematics.1982(1) 被引量:1
  • 2Gnedenkon,B. V. and Kolmogorov,A. N.Limit Distributions for Sums of Independent Random Variables (Chung, K. L. translator)[]..1954 被引量:1
  • 3Song,W.Asymptotic Efficiency of the semi-parameter for non-common support dis-tribution, Ph[]..1999 被引量:1

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