ON THE ASYMPTOTIC DISTRIBUTIONAL RISKS OF SHRINKAGE AND PRELIMINARY TEST VERSIONS OF MAXIMUM-LIKELIHOOD ESTIMATORS

被引：0

作者：

SEN, PK ^{[1
]}

机构：

[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

来源：

SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 1986年 / 48卷

关键词：

D O I：

暂无

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：

引用

页码：354 / 371

页数：18

共 50 条

[1] ASYMPTOTIC PROPERTIES OF CONDITIONAL MAXIMUM-LIKELIHOOD ESTIMATORS
ANDERSEN, EB
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1970, 32 (02) : 283 - &
[2] APPROXIMATE DISTRIBUTIONAL RESULTS BASED ON THE MAXIMUM-LIKELIHOOD ESTIMATORS FOR THE WEIBULL DISTRIBUTION
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ENGELHARDT, M
JOURNAL OF QUALITY TECHNOLOGY, 1986, 18 (03) : 174 - 181
[3] ASYMPTOTIC PROPERTIES OF MAXIMUM-LIKELIHOOD ESTIMATORS FROM DEPENDENT OBSERVATIONS
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[4] ON ASYMPTOTIC PROPERTIES OF MAXIMUM-LIKELIHOOD ESTIMATORS FOR PARABOLIC STOCHASTIC PDES
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[5] ASYMPTOTIC RISK COMPARISONS OF RESTRICTED AND UNRESTRICTED MAXIMUM-LIKELIHOOD ESTIMATORS
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[6] ASYMPTOTIC-DISTRIBUTION OF MAXIMUM-LIKELIHOOD ESTIMATORS FOR NONSTATIONARY AUTOREGRESSIVE PROCESSES
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[7] AN ASYMPTOTIC-EXPANSION ASSOCIATED WITH THE MAXIMUM-LIKELIHOOD ESTIMATORS IN ARMA MODELS
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[8] ASYMPTOTIC EXPANSIONS FOR MODIFIED MAXIMUM-LIKELIHOOD ESTIMATORS WITH PERCENTILE TRUNCATED DATA
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[9] A CASE OF ASYMPTOTIC EQUIVALENCE BETWEEN CONDITIONAL AND MARGINAL MAXIMUM-LIKELIHOOD ESTIMATORS
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[10] ASYMPTOTIC PROPERTIES OF MAXIMUM-LIKELIHOOD ESTIMATORS AND LIKELIHOOD RATIO TESTS UNDER NONSTANDARD CONDITIONS
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JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (398) : 605 - 610

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