On the Singularities of the Information Matrix and Multipath Change-Point Problems

DOI10.1137/S0040585X97986783zbMATH Open1310.62028OpenAlexW2009190894MaRDI QIDQ5248264FDOQ5248264

Authors: Masoud Asgharian 

Publication date: 28 April 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986783

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zbMATH Keywords

asymptotic normalityidentifiabilityinformation matrixmixture distributionsmultipath change-point problem

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12)

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• Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data
• Semiparametric quantile-difference estimation for length-biased and right-censored data
• On singularity of Fisher information matrix for stochastic processes under high frequency sampling

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