Estimating the width of a uniform distribution under symmetric measurement errors (CROSBI ID 270438)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Hamedović, Safet ; Benšić, Mirta ; Sabo, Kristian
engleski
Estimating the width of a uniform distribution under symmetric measurement errors
In this paper we consider the problem of estimating the support of a uniform distribution under symmetric additive errors. The maximum likelihood (ML) estimator is of our primary interest, but we also analyze the method of moments (MM) estimator, when it exists. Under some regularity conditions, the ML estimator is consistent and asymptotically efficient. Errors with Student's t distribution are shown to be a good choice for robustness issues.
Uniform distribution ; Additive error ; Maximum likelihood estimator ; Robustness
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Podaci o izdanju
49 (3)
2020.
822-840
objavljeno
1226-3192
1876-4231
10.1007/s42952-019-00035-7