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Details van artikel 6 van 18 gevonden artikelen
| Titel: |
Asymptotic expansions for modified maximum likelihood estimators with percentile truncated data |
| Auteur: |
Blumenthal, Saul |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 14 (1985) nr. 4 pagina's 905-925 |
| Jaar: |
1985-04 |
| Inhoud: |
Let [image omitted] be independent, identically distributed random variables with common distribution [image omitted] known except for the value of θ. Let [image omitted] be the order statistics, and assume that only the percentiles [image omitted] are observed where [image omitted] are given. Also, except for the assumption that [image omitted] N is also unknown. If N were known, this would represent type II censoring combined with a percentile equivalent of grouping. Estimators f o r both θ and N are found based on maximizing the weighted likelihood function (maximum likelihood being a special case ) . Asymptotic stochastic expansions for [image omitted] are developed for the case that [image omitted] (sampling is not truncated ) , and these are used to find expansions for [image omitted] when N is not known. Expansions for [image omitted] are developed from those for [image omitted] .The expansions include the second terms which lead t o the usual asymptotic normality results plus a third term which gives a second order bias correction. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 6 van 18 gevonden artikelen
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