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

页码：1036 / 1049

页数：14

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