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Asymptotic behavior of parameter estimators of a multivariate discontinuous density

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Abstract

We study the asymptotic behavior of Bayesian and maximum likelihood estimators of the parameter θ when the density function f(x, θ) for each fixed x has discontinuities in θ on some surface.

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Authors
  1. M. S. Ermakov
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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 74, pp. 83–107, 1977.

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Ermakov, M.S. Asymptotic behavior of parameter estimators of a multivariate discontinuous density. J Math Sci 34, 1413–1427 (1986). https://doi.org/10.1007/BF01085009

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