Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
Weiss, L. ; Wolfowitz, J.
Ann. Statist., Tome 1 (1973) no. 2, p. 944-947 / Harvested from Project Euclid
$f(x)$ is a uniformly continuous density which equals zero for negative values of $x$, has a right-hand derivative equal to $\alpha$ at $x = 0$, where $0 < \alpha < \infty$, and satisfies certain regularity conditions. $X_1,\cdots, X_n$ are independent random variables with the common density $f(x - \theta), \theta$ an unknown parameter. Let $\hat{\theta}_n$ denote the maximum likelihood estimator of $\theta$, and define $\alpha_n$ by the equation $2\alpha_n^2 = \alpha n \log n$. It was shown by Woodroofe that the asymptotic distribution of $\alpha_n(\hat{\theta}_n - \theta)$ is standard normal. It is shown in the present paper that $\hat{\theta}_n$ is an asymptotically efficient estimator of $\theta$.
Publié le : 1973-09-14
Classification: 
@article{1176342515,
     author = {Weiss, L. and Wolfowitz, J.},
     title = {Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 944-947},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342515}
}
Weiss, L.; Wolfowitz, J. Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution. Ann. Statist., Tome 1 (1973) no. 2, pp.  944-947. http://gdmltest.u-ga.fr/item/1176342515/