Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density
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Publication:1164925
DOI10.1007/BF01676146zbMath0486.62035MaRDI QIDQ1164925
I. A. Ibragimov, Rafail Z. Khasminskii
Publication date: 1981
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)
Related Items (4)
ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density ⋮ Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density ⋮ Ildar Abdullovich Ibragimov (on his ninetieth birthday) ⋮ Maximizing leave-one-out likelihood for the location parameter of unbounded densities
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