An asymptotic relation arising in the decomposition of the likelihood of order statistics

被引:2
|
作者
Park, S [1 ]
机构
[1] YONSEI UNIV,DEPT APPL STAT,SEOUL 120749,SOUTH KOREA
关键词
order statistics; decomposition of the likelihood; maximum conditional likelihood estimator;
D O I
10.1016/0167-7152(95)00162-X
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 the decomposition of the score function based on all the order statistics, partial derivative/partial derivative theta log L(1...n) = partial derivative/partial derivative theta log L(1...n) + partial derivative/partial derivative theta log L(r + 1...n/r), we study the asymptotic behaviour of the maximum conditional likelihood estimator, based on the second term on the right, and suggest an indirect way to study that of the maximum likelihood estimator based on the first term. We also give an asymptotic relation between the maximum likelihood estimators in each part.
引用
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页码:101 / 106
页数:6
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