Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density

DOI10.1007/BF02104670zbMath0878.62013MaRDI QIDQ1358025

Vyacheslav Evgen'evich Mosyagin

Publication date: 5 January 1998

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationconvergence ratenormal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Точная асимптотика распределения момента достижения максимума траекторией обобщенного процесса Пуассона с линейным сносом ⋮ Local properties of the limiting distribution of the statistical estimator for jump point of a density ⋮ On Estimation of Parameters in the Case of Discontinuous Densities ⋮ Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch

Cites Work

• Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density
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