基于间距的最大似然估计的替代方法

AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS

Econometric Theory · 2005
被引 112
人大 A-ABS 4

中文导读

从基本原理出发,推导了最大乘积间距估计量的渐近性质,并通过比较其目标函数与最大似然估计的目标函数,提出了一种替代推导方法。

Abstract

In the statistics literature, asymptotic properties of the Maximum Product of Spacings estimator are derived from first principles. We propose an alternative derivation based on the comparison between its objective function and that of the Maximum Likelihood estimator.We thank the co-editor Paolo Paruolo for his patience and an anonymous referee for providing references to the statistics literature.

最大间距乘积估计极大似然估计渐近性质目标函数比较