Exponential deconvolution: two asymptotically equivalent estimators

被引:15
作者
Jongbloed, G [1 ]
机构
[1] Free Univ Amsterdam, Dept Math & Comp Sci, NL-1081 HV Amsterdam, Netherlands
关键词
isotonic estimation; asymptotic distribution; nonparametric estimation;
D O I
10.1111/1467-9574.00065
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
Two isotonic estimators for the distribution function in a specific deconvolution model, the exponential deconvolution model, are considered. The first estimator is a least squares projection of a naive estimator for the distribution function on the set of distribution functions. The second estimator is the well known maximum likelihood estimator. The two estimators are shown to be first order asymptotically equivalent at a fixed point.
引用
收藏
页码:6 / 17
页数:12
相关论文
共 8 条