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.
| Original language | English |
|---|---|
| Pages (from-to) | 1036-1049 |
| Number of pages | 14 |
| Journal | Annals of Statistics |
| Volume | 25 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Jan 1997 |
| Externally published | Yes |
Keywords
- Asymptotic normality
- Consistency
- Efficiency
- Fredholm integral equation
- Nonparametric maximum likelihood estimation
- Ranked set sample
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty