MAXIMUM-LIKELIHOOD-ESTIMATION WITH PARTIALLY CENSORED-DATA

• 成果类型: Article
• 署名作者: VANDERVAART, A
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176325763
• 发表日期: 1994
• 页码: 1896-1916
• 关键词: mixture likelihoods; distributions; geometry

摘要

Suppose one observes independent samples of size n from both the mixture density integral p(x\z)d eta(z) and from the distribution eta. The kernel p(x\z) is known. We show asymptotic normality and efficiency of the maximum likelihood estimator for eta.