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.
Publié le : 1997-06-14
Classification:
Asymptotic normality,
consistency,
efficiency,
Fredholm integral equation,
nonparametric maximum likelihood estimation,
ranked set sample,
60G05,
62G20
@article{1069362737,
author = {Huang, Jian},
title = {Asymptotic properties of the NPMLE of a distribution function based on ranked set samples},
journal = {Ann. Statist.},
volume = {25},
number = {6},
year = {1997},
pages = { 1036-1049},
language = {en},
url = {http://dml.mathdoc.fr/item/1069362737}
}
Huang, Jian. Asymptotic properties of the NPMLE of a distribution function based on ranked set samples. Ann. Statist., Tome 25 (1997) no. 6, pp. 1036-1049. http://gdmltest.u-ga.fr/item/1069362737/