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

• 成果类型: Article
• 署名作者: Huang, J
• 署名单位: University of Iowa
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1069362737
• 发表日期: 1997
• 页码: 1036-1049
• 关键词: maximum-likelihood-estimation; doubly censored-data

摘要

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.