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On progressively truncated maximum likelihood estimators

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Summary

The basic regularity conditions pertaining to the asymptotic theory of progressively truncated likelihood functions and maximum likelihood estimators are considered, and the uniform strong consistency and weak convergence of progressively truncated maximum likelihood estimators are studied systematically.

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Author information

Authors and Affiliations

  1. Osaka University, Osaka, Japan

    Nobuo Inagaki & Pranab Kumar Sen

  2. University of North Carolina at Chapel Hill, Chapel Hill, USA

    Nobuo Inagaki & Pranab Kumar Sen

Authors
  1. Nobuo Inagaki
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  2. Pranab Kumar Sen
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Additional information

Work done during the first author's visit (as a visiting scholar) to the University of North Carolina at Chapel Hill, supported by the Ministry of Education of the Japanese Government.

Work supported by the (U.S.) National Heart, Lung and Blood Institute, Contact NIH-NHLBI-F1-2243-L.

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Inagaki, N., Sen, P.K. On progressively truncated maximum likelihood estimators. Ann Inst Stat Math 37, 251–269 (1985). https://doi.org/10.1007/BF02481096

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  • DOI: https://doi.org/10.1007/BF02481096

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