Link Functions for Parameters of Sequential Order Statistics and Curved Exponential Families

• Autorzy: Volovskiy Grigoriy , Bedbur Stefan , Kamps Udo

Identyfikatory

DOI

10.37190/0208-4147.41.1.8

• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

sequential order statistic; maximum likelihood estimation; curved exponential family; link function

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2021
• Tom: Vol. 41, Fasc. 1
• Strony: 115--127
• Opis fizyczny: Bibliogr. 26 poz.

Twórcy

autor

Volovskiy Grigoriy

• Institute of Statistics, RWTH Aachen University, 52056 Aachen, Germany

autor

Bedbur Stefan

• Institute of Statistics, RWTH Aachen University, 52056 Aachen, Germany

autor

Kamps Udo

• Institute of Statistics, RWTH Aachen University, 52056 Aachen, Germany

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).