Estimating the width of a uniform distribution under symmetric measurement errors

被引：0

作者：

Hamedovic, S. ^{[1
]}

Bensic, M. ^{[2
]}

Sabo, K. ^{[2
]}

机构：

[1] Univ Zenica, Fac Technol & Met, Travnicka Cesta 1, Zenica, Bosnia & Herceg

[2] Univ Osijek, Dept Math, Trg Ljudevita Gaja 6, Osijek, Croatia

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2020年 / 49卷 / 03期

关键词：

Uniform distribution; Additive error; Maximum likelihood estimator; Robustness; BORDER ESTIMATION;

D O I：

10.1007/s42952-019-00035-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we consider the problem of estimating the support of a uniform distribution under symmetric additive errors. The maximum likelihood (ML) estimator is of our primary interest, but we also analyze the method of moments (MM) estimator, when it exists. Under some regularity conditions, the ML estimator is consistent and asymptotically efficient. Errors with Student's t-distribution are shown to be a good choice for robustness issues.

引用

页码：822 / 840

页数：19

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