On progressively truncated maximum likelihood estimators

DOI10.1007/BF02481096zbMath0578.62034OpenAlexW2089849263MaRDI QIDQ1066579

Nobuo Inagaki, Pranab Kumar Sen

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481096

zbMATH Keywords

weak convergenceGaussian processprogressive censoringlikelihood functionsuniform strong consistencyprogressively truncated maximum likelihood estimatorssubmartingale inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (1)

The progressively truncated estimating functions and estimators

Cites Work

• The decomposition of the Fisher information
• A invariance principle for progressively truncated likelihood ratio statistics
• Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
• Weak convergence of progressively censored likelihood ratio statistics and its role in asymptotic theory of life testing
• A progressively censored sequential likelihood ratio test for general parametric hypotheses
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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