On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions

In this paper we generalize Huber's (1967) results to include the nonregular case. Resistant estimators which turn out to be asymptotically unbiased in a neighbourhood of the model are given for some univariate models. Their order of consistency achieves the rate of the maximum likelihood estim...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Boente, G., Fraiman, R.
Formato: JOUR
Materias:
Asymptotic distribution
Maximum likelihood
Nonregular distribution
Order of consistency
Robust estimation
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00063444_v75_n1_p45_Boente
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id todo:paper_00063444_v75_n1_p45_Boente
record_format dspace
spelling todo:paper_00063444_v75_n1_p45_Boente2023-10-03T14:05:00Z On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions Boente, G. Fraiman, R. Asymptotic distribution Maximum likelihood Nonregular distribution Order of consistency Robust estimation In this paper we generalize Huber's (1967) results to include the nonregular case. Resistant estimators which turn out to be asymptotically unbiased in a neighbourhood of the model are given for some univariate models. Their order of consistency achieves the rate of the maximum likelihood estimates. Moreover, some of the estimates are asymptotically efficient under the central model, in the sense that they have the same asymptotic distribution as the maximum likelihood estimate. © 1988 Biometrika Trust. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_00063444_v75_n1_p45_Boente
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Asymptotic distribution
Maximum likelihood
Nonregular distribution
Order of consistency
Robust estimation
spellingShingle Asymptotic distribution
Maximum likelihood
Nonregular distribution
Order of consistency
Robust estimation
Boente, G.
Fraiman, R.
On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
topic_facet Asymptotic distribution
Maximum likelihood
Nonregular distribution
Order of consistency
Robust estimation
description In this paper we generalize Huber's (1967) results to include the nonregular case. Resistant estimators which turn out to be asymptotically unbiased in a neighbourhood of the model are given for some univariate models. Their order of consistency achieves the rate of the maximum likelihood estimates. Moreover, some of the estimates are asymptotically efficient under the central model, in the sense that they have the same asymptotic distribution as the maximum likelihood estimate. © 1988 Biometrika Trust.
format JOUR
author Boente, G.
Fraiman, R.
author_facet Boente, G.
Fraiman, R.
author_sort Boente, G.
title On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
title_short On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
title_full On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
title_fullStr On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
title_full_unstemmed On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
title_sort on the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
url http://hdl.handle.net/20.500.12110/paper_00063444_v75_n1_p45_Boente
work_keys_str_mv AT boenteg ontheasymptoticbehaviourofgeneralmaximumlikelihoodestimatesforthenonregularcaseundernonstandardconditions
AT fraimanr ontheasymptoticbehaviourofgeneralmaximumlikelihoodestimatesforthenonregularcaseundernonstandardconditions
_version_ 1782024819074662400

Ejemplares similares