Artículo
Boente, G.; Fraiman, R. "On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions" (1988) Biometrika. 75(1):45-56
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Abstract:
In this paper we generalize Huber's (1967) results to include the nonregular case. Resistant estimators which turn out to be asymptotically unbiased in a neighbourhood of the model are given for some univariate models. Their order of consistency achieves the rate of the maximum likelihood estimates. Moreover, some of the estimates are asymptotically efficient under the central model, in the sense that they have the same asymptotic distribution as the maximum likelihood estimate. © 1988 Biometrika Trust.
Registro:
| Documento: | Artículo |
| Título: | On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions |
| Autor: | Boente, G.; Fraiman, R. |
| Filiación: | Conicet and Departamento de Matemática, Ciudad Universitaria, Buenos Aires, Argentina |
| Palabras clave: | Asymptotic distribution; Maximum likelihood; Nonregular distribution; Order of consistency; Robust estimation |
| Año: | 1988 |
| Volumen: | 75 |
| Número: | 1 |
| Página de inicio: | 45 |
| Página de fin: | 56 |
| DOI: | http://dx.doi.org/10.1093/biomet/75.1.45 |
| Título revista: | Biometrika |
| Título revista abreviado: | Biometrika |
| ISSN: | 00063444 |
| CODEN: | BIOKA |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v75_n1_p45_Boente |
Citas:
---------- APA ----------
Boente, G. & Fraiman, R. (1988) . On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions. Biometrika, 75(1), 45-56.http://dx.doi.org/10.1093/biomet/75.1.45
---------- CHICAGO ----------
Boente, G., Fraiman, R. "On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions" . Biometrika 75, no. 1 (1988) : 45-56.http://dx.doi.org/10.1093/biomet/75.1.45
---------- MLA ----------
Boente, G., Fraiman, R. "On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions" . Biometrika, vol. 75, no. 1, 1988, pp. 45-56.http://dx.doi.org/10.1093/biomet/75.1.45
---------- VANCOUVER ----------
Boente, G., Fraiman, R. On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions. Biometrika. 1988;75(1):45-56.http://dx.doi.org/10.1093/biomet/75.1.45
