Let $f$ be a density which vanishes for negative values of its argument and varies regularly with exponent $\alpha - 1$ at zero, where $1 < \alpha < 2$. Further, let $f_\theta$ denote $f$ translated by $\theta$. We find and study the asymptotic distribution of the MLE $\hat{\theta}_n$ based on a sample size $n$ as $n \rightarrow \infty$.
Publié le : 1974-05-14
Classification:
60.20,
60.30,
Maximum likelihood estimation,
regular variation,
stable distributions,
triangular arrays
@article{1176342708,
author = {Woodroofe, Michael},
title = {Maximum Likelihood Estimation of Translation Parameter of Truncated Distribution II},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 474-488},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342708}
}
Woodroofe, Michael. Maximum Likelihood Estimation of Translation Parameter of Truncated Distribution II. Ann. Statist., Tome 2 (1974) no. 1, pp. 474-488. http://gdmltest.u-ga.fr/item/1176342708/