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

Jian Huang

doi:10.1214/aos/1069362737

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

Journal article

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

Jian Huang

The Annals of statistics, Vol.25(3), pp.1036-1049

06/01/1997

DOI: 10.1214/aos/1069362737

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Abstract

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.

Details

Title: Subtitle: Asymptotic properties of the NPMLE of a distribution function based on ranked set samples
Creators: Jian Huang - University of Iowa
Resource Type: Journal article
Publication Details: The Annals of statistics, Vol.25(3), pp.1036-1049
DOI: 10.1214/aos/1069362737
ISSN: 0090-5364
eISSN: 2168-8966
Language: English
Date published: 06/01/1997
Academic Unit: Statistics and Actuarial Science
Record Identifier: 9984257745702771

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