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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 1, Pages 53–64
DOI: https://doi.org/10.4213/tvp2774 (Mi tvp2774) 		 
This article is cited in 1 scientific paper (total in 1 paper)

On the distribution of the number of steps in an estimate of monotone trend

M. P. Krivenko, K. V. Strel'tsova

a Research Institute "Kvant", Moscow
Full-text PDF (584 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp2774
Abstract: We consider a sequence of independent random variables whose probability distributions differ only by a one-dimensional parameter of the density and investigate the maximum likelihood estimate of a monotone trend of the parameter. Using the decomposability property of the estimate, we obtain new results on the distribution of the number of steps of this estimate in the case of discrete distributions. These results are given in a convenient form in terms of formal power series.
Keywords: maximum likelihood estimate, monotone trend of a parameter, distribution of the number of steps, formal power series.
Received: 15.03.1993
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 1, Pages 25–34
DOI: https://doi.org/10.1137/TPRBAU000041000001000025000001
Bibliographic databases:
Language: Russian
Citation: M. P. Krivenko, K. V. Strel'tsov, “On the distribution of the number of steps in an estimate of monotone trend”, Teor. Veroyatnost. i Primenen., 41:1 (1996), 53–64; Theory Probab. Appl., 41:1 (1997), 25–34
Citation in format AMSBIB
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\by M.~P.~Krivenko, K.~V.~Strel'tsov
\paper On the distribution of the number of steps in an estimate of monotone trend
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 1
\pages 53--64
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\crossref{https://doi.org/10.4213/tvp2774}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1404895}
\zmath{https://zbmath.org/?q=an:0894.62017}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 1
\pages 25--34
\crossref{https://doi.org/10.1137/TPRBAU000041000001000025000001}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1997WQ28100002}
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  • https://doi.org/10.4213/tvp2774
  • https://www.mathnet.ru/eng/tvp/v41/i1/p53
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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