ON LOCATION AND SCALE MAXIMUM-LIKELIHOOD ESTIMATORS

被引：5

作者：

GUPTA, AK ^{[1
]}

SZEKELY, GJ ^{[1
]}

机构：

[1] EOTVOS LORAND UNIV, DEPT MATH, H-1364 BUDAPEST, HUNGARY

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 1994年 / 120卷 / 02期

关键词：

CONSISTENCY; MAXIMUM LIKELIHOOD; UNCORRELATED (ORTHOGONAL) ESTIMATORS; TRUNCATED ESTIMATORS;

D O I：

10.2307/2159900

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The maximum likelihood estimators of location and scale parameters have the following undesirable properties: (i) they are not always consistent, and (ii) the asymptotic correlation of the MLE's of the ''unrelated'' location and scale parameters can be arbitrarily close to one. In this paper methods to overcome these undesirable properties have been studied.

引用

页码：585 / 589

页数：5

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