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
收藏
页码：421 / 427
页数：7
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