THE BOOTSTRAPPED MAXIMUM-LIKELIHOOD ESTIMATOR WITH AN APPLICATION

被引：6

作者：

BURKE, MD

GOMBAY, E

机构：

[1] UNIV CALGARY,DEPT MATH & STAT,CALGARY T2N 1N4,ALBERTA,CANADA

[2] UNIV ALBERTA,DEPT STAT & APPL PROBABIL,EDMONTON T6G 2G1,ALBERTA,CANADA

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 12卷 / 05期

关键词：

BOOTSTRAP; EMPIRICAL PROCESS; QUANTILE PROCESS; MAXIMUM LIKELIHOOD ESTIMATOR; GOODNESS-OF-FIT;

D O I：

10.1016/0167-7152(91)90031-L

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 existence, strong consistency and asymptotic normality of bootstrapped maximum likelihood estimators are shown. A distribution-free goodness-of-fit test involving sample quantites is given as an application.

引用

页码：421 / 427

页数：7

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