Optimality properties of constrained maximum-likelihood estimates when some parameter values lie on the boundary /
| Main Author: | |
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| Other Authors: | , |
| Format: | Thesis Book |
| Language: | English |
| Published: |
[College Station, Tex.] :
Hintze,
1976.
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| Subjects: | |
| Online Access: | Link to ProQuest copy Link to OAKTrust copy |
| Abstract: | In this dissertation we establish asymptotic optimally properties for constrained maximum-likelihood estimates when some parameter values lie on the boundary. Specifically we show that when the parameter space is restricted to be the positive quadrant and one or two parameters are zero, the asymptotic generalized mean square error of the constrained maximum-likelihood estimate of a parameter vector is less than that of any estimate which is consistent for the whole parameter space. We prove that these results also hold when the restricted parameter space is of the type g(θ) (greater than or equal to) 0, where θ is the parameter vector and g is a continuous, differentiable, convex function. Finally, we extend these results to the case of estimating parameters from specifically censored likelihoods when some parameters are on the boundary. |
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| Item Description: | "Major subject: Statistics." Vita. |
| Physical Description: | v, 50 leaves ; 28 cm |
| Bibliography: | Includes bibliographical references (leaf 46). |