Semiparametric estimation in the multivariate Liouville model

被引：0

作者：

Bhattacharya, PK ^{[1
]}

Burman, P ^{[1
]}

机构：

[1] Univ Calif Davis, Div Stat, Davis, CA 95616 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1998年 / 65卷 / 01期

关键词：

multivariate Liouville distribution; semiparametric estimation; asymptotic efficiency;

D O I：

10.1006/jmva.1997.1671

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：

We consider the problem of estimating the shape parameters in the multivariate Liouville model in the presence of an unknown infinite-dimensional parameter. We propose an ad hoc estimate and show that it is asymptotically efficient. (C) 1998 Academic Press.

引用

页码：1 / 18

页数：18

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