Uniform distribution width estimation from data observed with Laplace additive error (CROSBI ID 243937)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Benšić, Mirta ; Sabo, Kristian
engleski
Uniform distribution width estimation from data observed with Laplace additive error
A one-dimensional problem of a uniform distribution width estimation from data observed with a Laplace additive error is analyzed. The error variance is considered as a nuisance parameter and it is supposed to be known or consis- tently estimated before. It is proved that the maximum likelihood estimator in the described model is consistent and asymptotically efficient and suffi- cient conditions for its existence are given. The method of moment estimator is also analyzed in this model and compared with the maximum likelihood estimator theoretically and in simulations. Finally, one real-world example illustrates the possibility for applications in two-dimensional problems.
Maximum likelihood estimator ; Method of moments estimator ; Measurement error ; Laplace additive error ; Uniform distribution
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Podaci o izdanju
45
2016.
505-517
objavljeno
1226-3192
1876-4231
10.1016/j.jkss.2016.03.001