دورية أكاديمية
On the Parametric Maximum Likelihood Estimator for Independent but Non-identically Distributed Observations with Application to Truncated Data
| العنوان: | On the Parametric Maximum Likelihood Estimator for Independent but Non-identically Distributed Observations with Application to Truncated Data |
|---|---|
| المؤلفون: | Fanny Leroy, Jean-Yves Dauxois, Pascale Tubert-Bitter |
| المصدر: | Journal of Statistical Theory and Applications (JSTA), Vol 15, Iss 1 (2016) |
| بيانات النشر: | Springer, 2016. |
| سنة النشر: | 2016 |
| المجموعة: | LCC:Probabilities. Mathematical statistics |
| مصطلحات موضوعية: | Parametric maximum likelihood estimator, Independent non-identically distributed observations, Consistency, Asymptotic normality, Truncated data., Probabilities. Mathematical statistics, QA273-280 |
| الوصف: | We investigate the parametric maximum likelihood estimator for truncated data when the truncation value is different according to the observed individual or item. We extend Lehmann’s proof (1983) of the asymptotic properties of the parametric maximum likelihood estimator in the case of independent nonidentically distributed observations. Two cases are considered: either the number of distinct probability distribution functions that can be observed in the population from which the sample comes from is finite or this number is infinite. Sufficient conditions for consistency and asymptotic normality are provided for both cases. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 1538-7887 |
| العلاقة: | https://www.atlantis-press.com/article/25850503.pdfTest; https://doaj.org/toc/1538-7887Test |
| DOI: | 10.2991/jsta.2016.15.1.8 |
| الوصول الحر: | https://doaj.org/article/4308de08c61147929d61605931902271Test |
| رقم الانضمام: | edsdoj.4308de08c61147929d61605931902271 |
| قاعدة البيانات: | Directory of Open Access Journals |
| ResultId |
1 |
|---|---|
| Header |
edsdoj Directory of Open Access Journals edsdoj.4308de08c61147929d61605931902271 870 3 Academic Journal academicJournal 869.789978027344 |
| PLink |
https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsdoj&AN=edsdoj.4308de08c61147929d61605931902271&custid=s6537998&authtype=sso |
| FullText |
Array
(
[Availability] => 0
)
Array ( [0] => Array ( [Url] => https://doaj.org/article/4308de08c61147929d61605931902271 [Name] => EDS - DOAJ [Category] => fullText [Text] => View record in DOAJ [MouseOverText] => View record in DOAJ ) ) |
| Items |
Array
(
[Name] => Title
[Label] => Title
[Group] => Ti
[Data] => On the Parametric Maximum Likelihood Estimator for Independent but Non-identically Distributed Observations with Application to Truncated Data
)
Array ( [Name] => Author [Label] => Authors [Group] => Au [Data] => <searchLink fieldCode="AR" term="%22Fanny+Leroy%22">Fanny Leroy</searchLink><br /><searchLink fieldCode="AR" term="%22Jean-Yves+Dauxois%22">Jean-Yves Dauxois</searchLink><br /><searchLink fieldCode="AR" term="%22Pascale+Tubert-Bitter%22">Pascale Tubert-Bitter</searchLink> ) Array ( [Name] => TitleSource [Label] => Source [Group] => Src [Data] => Journal of Statistical Theory and Applications (JSTA), Vol 15, Iss 1 (2016) ) Array ( [Name] => Publisher [Label] => Publisher Information [Group] => PubInfo [Data] => Springer, 2016. ) Array ( [Name] => DatePubCY [Label] => Publication Year [Group] => Date [Data] => 2016 ) Array ( [Name] => Subset [Label] => Collection [Group] => HoldingsInfo [Data] => LCC:Probabilities. Mathematical statistics ) Array ( [Name] => Subject [Label] => Subject Terms [Group] => Su [Data] => <searchLink fieldCode="DE" term="%22Parametric+maximum+likelihood+estimator%22">Parametric maximum likelihood estimator</searchLink><br /><searchLink fieldCode="DE" term="%22Independent+non-identically+distributed+observations%22">Independent non-identically distributed observations</searchLink><br /><searchLink fieldCode="DE" term="%22Consistency%22">Consistency</searchLink><br /><searchLink fieldCode="DE" term="%22Asymptotic+normality%22">Asymptotic normality</searchLink><br /><searchLink fieldCode="DE" term="%22Truncated+data%2E%22">Truncated data.</searchLink><br /><searchLink fieldCode="DE" term="%22Probabilities%2E+Mathematical+statistics%22">Probabilities. Mathematical statistics</searchLink><br /><searchLink fieldCode="DE" term="%22QA273-280%22">QA273-280</searchLink> ) Array ( [Name] => Abstract [Label] => Description [Group] => Ab [Data] => We investigate the parametric maximum likelihood estimator for truncated data when the truncation value is different according to the observed individual or item. We extend Lehmann’s proof (1983) of the asymptotic properties of the parametric maximum likelihood estimator in the case of independent nonidentically distributed observations. Two cases are considered: either the number of distinct probability distribution functions that can be observed in the population from which the sample comes from is finite or this number is infinite. Sufficient conditions for consistency and asymptotic normality are provided for both cases. ) Array ( [Name] => TypeDocument [Label] => Document Type [Group] => TypDoc [Data] => article ) Array ( [Name] => Format [Label] => File Description [Group] => SrcInfo [Data] => electronic resource ) Array ( [Name] => Language [Label] => Language [Group] => Lang [Data] => English ) Array ( [Name] => ISSN [Label] => ISSN [Group] => ISSN [Data] => 1538-7887 ) Array ( [Name] => NoteTitleSource [Label] => Relation [Group] => SrcInfo [Data] => https://www.atlantis-press.com/article/25850503.pdf; https://doaj.org/toc/1538-7887 ) Array ( [Name] => DOI [Label] => DOI [Group] => ID [Data] => 10.2991/jsta.2016.15.1.8 ) Array ( [Name] => URL [Label] => Access URL [Group] => URL [Data] => <link linkTarget="URL" linkTerm="https://doaj.org/article/4308de08c61147929d61605931902271" linkWindow="_blank">https://doaj.org/article/4308de08c61147929d61605931902271</link> ) Array ( [Name] => AN [Label] => Accession Number [Group] => ID [Data] => edsdoj.4308de08c61147929d61605931902271 ) |
| RecordInfo |
Array
(
[BibEntity] => Array
(
[Identifiers] => Array
(
[0] => Array
(
[Type] => doi
[Value] => 10.2991/jsta.2016.15.1.8
)
)
[Languages] => Array
(
[0] => Array
(
[Text] => English
)
)
[Subjects] => Array
(
[0] => Array
(
[SubjectFull] => Parametric maximum likelihood estimator
[Type] => general
)
[1] => Array
(
[SubjectFull] => Independent non-identically distributed observations
[Type] => general
)
[2] => Array
(
[SubjectFull] => Consistency
[Type] => general
)
[3] => Array
(
[SubjectFull] => Asymptotic normality
[Type] => general
)
[4] => Array
(
[SubjectFull] => Truncated data.
[Type] => general
)
[5] => Array
(
[SubjectFull] => Probabilities. Mathematical statistics
[Type] => general
)
[6] => Array
(
[SubjectFull] => QA273-280
[Type] => general
)
)
[Titles] => Array
(
[0] => Array
(
[TitleFull] => On the Parametric Maximum Likelihood Estimator for Independent but Non-identically Distributed Observations with Application to Truncated Data
[Type] => main
)
)
)
[BibRelationships] => Array
(
[HasContributorRelationships] => Array
(
[0] => Array
(
[PersonEntity] => Array
(
[Name] => Array
(
[NameFull] => Fanny Leroy
)
)
)
[1] => Array
(
[PersonEntity] => Array
(
[Name] => Array
(
[NameFull] => Jean-Yves Dauxois
)
)
)
[2] => Array
(
[PersonEntity] => Array
(
[Name] => Array
(
[NameFull] => Pascale Tubert-Bitter
)
)
)
)
[IsPartOfRelationships] => Array
(
[0] => Array
(
[BibEntity] => Array
(
[Dates] => Array
(
[0] => Array
(
[D] => 01
[M] => 02
[Type] => published
[Y] => 2016
)
)
[Identifiers] => Array
(
[0] => Array
(
[Type] => issn-print
[Value] => 15387887
)
)
[Numbering] => Array
(
[0] => Array
(
[Type] => volume
[Value] => 15
)
[1] => Array
(
[Type] => issue
[Value] => 1
)
)
[Titles] => Array
(
[0] => Array
(
[TitleFull] => Journal of Statistical Theory and Applications (JSTA)
[Type] => main
)
)
)
)
)
)
)
|
| IllustrationInfo |