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
相关论文
共 50 条
  • [21] Design-based estimators of the distribution function in ranked set sampling with an application
    Sevil, Yusuf Can
    Yildiz, Tugba Ozkal
    STATISTICS, 2022, 56 (04) : 891 - 918
  • [22] Estimation of Distribution Function Based on Ranked Set Sampling: Missing Data Approach
    Ashour, Samir Kamel
    Abdallah, Mohamed Soliman
    THAILAND STATISTICIAN, 2020, 18 (01): : 27 - 42
  • [23] Model based inference using ranked set samples
    Ozturk, Omer
    Kavlak, Konul Bayramoglu
    SURVEY METHODOLOGY, 2018, 44 (01) : 1 - 16
  • [24] Group sequential methods based on ranked set samples
    Hussein, A.
    Muttlak, H. A.
    Al-Sawi, E.
    STATISTICAL PAPERS, 2013, 54 (03) : 547 - 562
  • [25] A bootstrap test for symmetry based on ranked set samples
    Drikvandi, Reza
    Modarres, Reza
    Jalilian, Abdullah H.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (04) : 1807 - 1814
  • [26] Nonparametric prediction intervals based on ranked set samples
    Vock, M. (michael.vock@stat.unibe.ch), 1600, Bellwether Publishing, Ltd. (41): : 10 - 12
  • [27] Nonparametric Prediction Intervals Based on Ranked Set Samples
    Vock, Michael
    Balakrishnan, N.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2012, 41 (12) : 2256 - 2268
  • [28] Group sequential methods based on ranked set samples
    A. Hussein
    H. A. Muttlak
    E. Al-Sawi
    Statistical Papers, 2013, 54 : 547 - 562
  • [29] On kernel-based estimation of distribution function and its quantiles based on ranked set sampling
    Eftekharian, Abbas
    Samawi, Hani
    Amiri, Mehdi
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2023, 93 (11) : 1772 - 1798
  • [30] On estimating the distribution function and odds using ranked set sampling
    Eftekharian, A.
    Razmkhah, M.
    STATISTICS & PROBABILITY LETTERS, 2017, 122 : 1 - 10
12345