Estimation in uniform distributions using orthogonal polynomials.

被引：0

作者：

Barranco-Chamorro, I ^{[1
]}

López-Blázquez, F ^{[1
]}

Moreno-Rebollo, JL ^{[1
]}

机构：

[1] Univ Sevilla, Fac Matemat Estadist & IO, E-41012 Seville, Spain

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1999年 / 28卷 / 05期

关键词：

minimum variance estimation; maximum likelihood estimation; asymptotic properties; nonregular distributions;

D O I：

暂无

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 purpose of this paper is to study some problems of parametric estimation in the U(0, theta) distribution. Using expansions in terms of orthogonal polynomials, we compare the asymptotic behaviour of the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) for a given one-parameter estimable function. We also give conditions under which the results obtained can be extended to certain distributions whose range depends on an unknown parameter.

引用

页码：1145 / 1167

页数：23

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