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Zapiski Nauchnykh Seminarov LOMI, 1977, Volume 74, Pages 66–82
(Mi znsl2915)
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Likelihood ratio for densities with singularity
N. K. Bakirov
Abstract:
Let $t_n$ be Bayes estimate of parameter $\Theta$. The case of independent observations with infinite information quantity is considered. Under some conditions on densities it is shown that normalizing factor $\varphi(n)$ for $\Delta_n\varphi(n)(t_n-\Theta)$ to have nontrivial asymptotic destribution is regularly changing in the sence of Karamata. Asymptotic distribution of $\Delta_n$ derived.
Citation:
N. K. Bakirov, “Likelihood ratio for densities with singularity”, Studies in the statistical estimation theory. Part I, Zap. Nauchn. Sem. LOMI, 74, "Nauka", Leningrad. Otdel., Leningrad, 1977, 66–82; J. Soviet Math., 34:1 (1986), 1403–1413
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https://www.mathnet.ru/eng/znsl2915 https://www.mathnet.ru/eng/znsl/v74/p66
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Abstract page: | 149 | Full-text PDF : | 47 |
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