Asymptotic properties of the NPMLE of a distribution function based on ranked set samples

被引：19
|
作者：
Huang, J [1 ]
机构：
[1] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA
来源：
ANNALS OF STATISTICS | 1997年 / 25卷 / 03期
关键词：
asymptotic normality; consistency; efficiency; Fredholm integral equation; nonparametric maximum likelihood estimation; ranked set sample;
D O I：
10.1214/aos/1069362737
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：
We show that the nonparametric maximum likelihood estimator (NPMLE) of a distribution function based on balanced ranked set samples is consistent, converges weakly to a Gaussian process and is asymptotically efficient. The covariance function of the limiting process is described in terms of the solution to a Fredholm integral equation of the second kind.
引用
收藏
页码：1036 / 1049
页数：14
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