ASYMPTOTIC DISTRIBUTIONS OF MAXIMUM-LIKELIHOOD TESTS FOR CHANGE IN THE MEAN

被引：4

作者：

GOMBAY, E ^{[1
]}

HORVATH, L ^{[1
]}

机构：

[1] UNIV UTAH,DEPT MATH,SALT LAKE CITY,UT 84112

来源：

BIOMETRIKA | 1990年 / 77卷 / 02期

关键词：

Brownianbridge; Change-point; Gumbel distribution; Limittheorems; Ornstein-Uhlenbeck process;

D O I：

10.1093/biomet/77.2.411

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

For the maximum likelihood tests for a change in the mean of independent random variables, it is proved that the limit distribution is a double exponential, i.e. Gumbel, distribution. Our results also explain why the maximum likelihood methods are very powerful on the tails. © 1990 Biometrika Trust.

引用

页码：411 / 414

页数：4

共 50 条

[31] MAXIMUM-LIKELIHOOD ESTIMATION FROM INCOMPLETE DATA FOR CONTINUOUS DISTRIBUTIONS
KRANE, SA
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02): : 618 - 619
[32] ON NUMERICAL EVALUATION OF MAXIMUM-LIKELIHOOD ESTIMATES FOR FINITE MIXTURES OF DISTRIBUTIONS
GRIM, J
[J]. KYBERNETIKA, 1982, 18 (03) : 173 - 190
[33] MAXIMUM-LIKELIHOOD ANALYSIS OF COMPLEX DELAYED-COINCIDENCE DISTRIBUTIONS
ANDERL, RA
TURNER, CE
[J]. BULLETIN OF THE AMERICAN PHYSICAL SOCIETY, 1972, 17 (04): : 461 - &
[34] MAXIMUM-LIKELIHOOD ESTIMATION FOR A CLASS OF MULTINOMIAL DISTRIBUTIONS ARISING IN RELIABILITY
SAMANIEGO, FJ
JONES, LE
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1981, 43 (01): : 46 - 52
[35] MAXIMUM-LIKELIHOOD ESTIMATORS FOR BIVARIATE DISTRIBUTIONS WITH MONOTONE FAILURE RATES
RAO, ANV
TSOKOS, CP
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 1991, 9 (04) : 483 - 494
[36] GEOMETRICAL EXPANSIONS FOR THE DISTRIBUTIONS OF THE SCORE VECTOR AND THE MAXIMUM-LIKELIHOOD ESTIMATOR
MORA, M
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1992, 44 (01) : 63 - 83
[37] CONDITIONAL MEAN AND MAXIMUM-LIKELIHOOD APPROACHES TO MULTIHARMONIC FREQUENCY ESTIMATION
JAMES, B
ANDERSON, BDO
WILLIAMSON, RC
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (06) : 1366 - 1375
[38] Maximum-Likelihood Principle For Possibility Distributions Viewed As Families Of Probabilities
Serrurier, Mathieu
Prade, Henri
[J]. IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ 2011), 2011, : 2987 - 2993
[39] MAXIMUM-LIKELIHOOD - AN INTRODUCTION
LECAM, L
[J]. INTERNATIONAL STATISTICAL REVIEW, 1990, 58 (02) : 153 - 171
[40] EFFICIENCY OF MAXIMUM-LIKELIHOOD
POTSCHER, BM
[J]. ECONOMETRIC THEORY, 1993, 9 (03) : 535 - 536

← 1 2 3 4 5 →