| 截断与删失数据的极大似然估计的中偏差 |
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| 引用本文： | 肖枝洪,朱强. 截断与删失数据的极大似然估计的中偏差[J]. 数学杂志, 2009, 29(3) |
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| 作者姓名： | 肖枝洪 朱强 |
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| 作者单位： | 华中农业大学理学院,湖北武汉,430070 |
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| 基金项目： | 国家自然科学基金，Huazhong Agricultural University Doctoral Fund |
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| 摘 要： | 本文研究了截断与删失模型,运用Taylor渐近展开方法,得到模型的极大似然估计的中偏差,比渐近正态性结果更加精细.
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| 关 键 词： | 极大似然估计 中偏差 左截断右删失 |
MODERATE DEVIATION OF MAXIMUM LIKELIHOOD ESTIMATORS FOR TRUNCATED AND CENSORED DATA |
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| XIAO Zhi-hong,ZHU Qiang. MODERATE DEVIATION OF MAXIMUM LIKELIHOOD ESTIMATORS FOR TRUNCATED AND CENSORED DATA[J]. Journal of Mathematics, 2009, 29(3) |
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| Authors: | XIAO Zhi-hong ZHU Qiang |
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| Abstract: | In this paper, we study a kind of truncated and censored data. It is shown that the maximum likelihood estimator of unknown parameter θ obeys the moderate deviation under certain regular conditions by Taylor asymptotic expansion. We obtain their accurate expression of rate function. |
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| Keywords: | maximum likelihood estimator moderate deviations truncated and censored data |
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