On Asymptotic Properties of a Maximum Likelihood Estimator of Stochastically Ordered Distribution Function

被引：0

作者：

Oh, Myongsik ^{[1
]}

机构：

[1] Busan Univ Foreign Studies, Dept Stat, 15 SukPo Ro, Busan 608738, South Korea

来源：

COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS | 2013年 / 20卷 / 03期

关键词：

Law of the iterated logarithm; maximum likelihood estimation; stochastically ordered distribution function;

D O I：

10.5351/CSAM.2013.20.3.185

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：

Kiefer (1961) studied asymptotic behavior of empirical distribution using the law of the iterated logarithm. Robertson and Wright (1974a) discussed whether this type of result would hold for a maximum likelihood estimator of a stochastically ordered distribution function; however, we show that this cannot be achieved. We provide only a partial answer to this problem. The result is applicable to both estimation and testing problems under the restriction of stochastic ordering.

引用

页码：185 / 191

页数：7

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