Strong consistency of the maximum product of spacings estimates with applications in nonparametrics and in estimation of unimodal densities

DOI10.1023/A:1003827017345zbMath1049.62504MaRDI QIDQ1300756

Marjorie G. Hahn, Yongzhao Shao

Publication date: 1999

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

zbMATH Keywords

Asymptotic MPS estimator, \(L^1\) consistency, monotone density, nonparametric, spacing, unimodal density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Robust estimation on a parametric model via testing ⋮ Generalized Maximum Spacing Estimation for Multivariate Observations ⋮ A class of estimators based on overlapping sample spacings ⋮ Maximum product of spacings prediction of future record values ⋮ A class of asymptotically efficient estimators based on sample spacings ⋮ Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis ⋮ Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence ⋮ AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS ⋮ On the consistency of the maximum spacing method ⋮ Powerful Parametric Tests Based on Sum-Functions of Spacings

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