STATISTICAL-INFERENCE USING MAXIMUM-LIKELIHOOD-ESTIMATION AND THE GENERALIZED LIKELIHOOD RATIO WHEN THE TRUE PARAMETER IS ON THE BOUNDARY OF THE PARAMETER SPACE

被引：48

作者：

FENG, ZD

MCCULLOCH, CE

机构：

[1] CORNELL UNIV,BIOMETRY UNIT,ITHACA,NY 14853

[2] CORNELL UNIV,CTR STAT,ITHACA,NY 14853

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 13卷 / 04期

关键词：

RESTRICTED INFERENCE; EXTENDED PARAMETER SPACE; ASYMPTOTIC MAXIMUM LIKELIHOOD;

D O I：

10.1016/0167-7152(92)90042-4

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：

The classic asymptotic properties of the maximum likelihood estimator and generalized likelihood ratio statistic do not hold when the true parameter is on the boundary of the parameter space. An inferential procedure based on an enlarged parameter space is shown to have the classical asymptotic properties. Some other competing procedures are also examined.

引用

页码：325 / 332

页数：8

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