MAXIMUM-LIKELIHOOD-ESTIMATION WITH PARTIALLY CENSORED-DATA

被引：18

作者：

VANDERVAART, A

机构：

来源：

ANNALS OF STATISTICS | 1994年 / 22卷 / 04期

关键词：

MIXTURE MODEL; MAXIMUM LIKELIHOOD; EFFICIENCY; DECONVOLUTION; CENSORING;

D O I：

10.1214/aos/1176325763

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：1896 / 1916

页数：21

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