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June 1997 Asymptotic properties of the NPMLE of a distribution function based on ranked set samples
Jian Huang
Ann. Statist. 25(3): 1036-1049 (June 1997). DOI: 10.1214/aos/1069362737

Abstract

We show that the nonparametric maximum likelihood estimator (NPMLE) of a distribution function based on balanced ranked set samples is consistent, converges weakly to a Gaussian process and is asymptotically efficient. The covariance function of the limiting process is described in terms of the solution to a Fredholm integral equation of the second kind.

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Jian Huang. "Asymptotic properties of the NPMLE of a distribution function based on ranked set samples." Ann. Statist. 25 (3) 1036 - 1049, June 1997. https://doi.org/10.1214/aos/1069362737

Information

Published: June 1997
First available in Project Euclid: 20 November 2003

zbMATH: 0879.60037
MathSciNet: MR1447740
Digital Object Identifier: 10.1214/aos/1069362737

Subjects:
Primary: 60G05, 62G20

Rights: Copyright © 1997 Institute of Mathematical Statistics

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Vol.25 • No. 3 • June 1997
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