On progressively truncated maximum likelihood estimators

DOI10.1007/BF02481096MaRDI QIDQ1066579zbMATH OpenOpenAlexFDO

Authors Nobuo Inagaki, Pranab K. Sen

Publication date 1985

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02481096

zbMATH Keywords

Gaussian processlikelihood functionsprogressive censoringprogressively truncated maximum likelihood estimatorssubmartingale inequalityuniform strong consistencyweak convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Review text

In a clinical trial, life-testing experiment, etc., continuous statistical monitoring over the study period (progressive truncation) is sometimes advocated with a view to a possibly early termination of the study. For independent random variables or processes with independent increments, the intricate relationships between the likelihood function equations and maximum likelihood estimators have been studied by a number of authors. In the context of a progressive truncation scheme such relationships have not been studied yet in full generality. In the present paper the basic regularity conditions pertaining to the asymptotic theory of progressively truncated likelihood functions and maximum likelihood estimators are considered, and the uniform strong consistency and weak convergence of progressively truncated maximum likelihood estimators are studied systematically.

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Cites work

• A invariance principle for progressively truncated likelihood ratio statistics
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A progressively censored sequential likelihood ratio test for general parametric hypotheses
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• scientific article; zbMATH DE number 3121226 (Why is no real title available?)
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Cited in

(5)

• On the estimation of a maximum likelihood of truncated exponential distributions
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• On nonparametric maximum likelihood estimation with double truncation
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• The progressively truncated estimating functions and estimators

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