序列统计量和曲线指数族参数的链接函数

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2020-01-01 DOI:10.37190/0208-4147.41.1.8

G. Volovskiy, S. Bedbur, U. Kamps

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引用次数: 0

摘要

研究了线性和非线性连杆函数假设下序列统计量模型参数的估计问题。利用所产生的曲线指数族结构，给出了极大似然估计的存在唯一性条件和渐近性质的有效性。讨论了相关正则统计量的最小充分性和完备性。2020数学学科分类:小学62F10;二级62N05, 62N02。

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Link functions for parameters of sequential order statistics and curved exponential families

Estimation of model parameters of sequential order statistics under linear and nonlinear link function assumptions is considered. Utilizing the arising curved exponential family structure, conditions for existence and uniqueness as well as the validity of asymptotic properties of maximum likelihood estimators are stated. Minimal sufficiency and completeness of the associated canonical statistics are discussed. 2020 Mathematics Subject Classification: Primary 62F10; Secondary 62N05, 62N02.

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.