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Rate of convergence of the maximum likelihood estimate of a change-point (2001)
| Content Provider | CiteSeerX |
|---|---|
| Author | Fotopoulos, S. B. |
| Abstract | SUMMARY. Maximum likelihood method is applied to estimate the change-point of a param-eter associated with a sequence of independent random variables. Exact expressions are derived for the limiting distribution of the maximum likelihood estimator of a change-point and computable bounds are suggested. Exponential rate of convergence is obtained from finite sample to the case of infinite sample. 1. |
| File Format | |
| Journal | Sankhyā Ser. A |
| Language | English |
| Publisher Date | 2001-01-01 |
| Access Restriction | Open |
| Subject Keyword | Maximum Likelihood Estimate Finite Sample Computable Bound Infinite Sample Exact Expression Maximum Likelihood Estimator Exponential Rate Limiting Distribution Maximum Likelihood Method Independent Random Variable |
| Content Type | Text |
| Resource Type | Article |
