逐步ⅰ型区间删失数据下的参数估计
, PP. 7-12
Keywords: 逐步i删失数据,em算法,缺失信息原则,相合性,渐近正态性
Abstract:
针对逐步ⅰ型区间删失数据,用em算法确定参数的极大似然估计,根据缺失信息原则计算出了mle的渐近协方差,并在该数据下证明了mle的相合性和渐近正态性.
| [1] | nghkt，chanps，balakrishnann．estimationofparametersfromprogressivelycensoreddatausingemalgorithm[j]．computationalstatisticsanddataanalysis，2002，39:371-386．
|
| [2] | louista．findingtheobservedinformationmatrixwhenusingtheemalgorithm[j]．rstatsocseriesb，1982，44:226-233．
|
| [3] | cramérh．mathematicalmethodsofstatistics[m]．princeton:princetonuniversitypress，1946．
|
| [4] | linchientai，balakrishnann．asymptoticpropertiesofmaximumlikelihoodestimatorsbasedonprogressivetype-ⅱcensoring[j]．metrika，2010-03-25．onlinefirst．
|
| [5] | aggarwalar．progressivelyintervalcensoring:somemathematicalresultswithapplicationtoinference[j]．communicationsinstatistics-theoryandmethods，2001，30:1921-1935．
|
| [6] | chendg，lioyl．parameterestimationsforgeneralizedexponentialdistributionunderprogressivetype-iintervalcensoring[j]．computationalstatisticsanddataanalysis，2010，54:1581-1591．
|
Full-Text
