Authors
Citation
Mj. Vanderlaan, EFFICIENCY OF THE NPMLE IN THE LINE-SEGMENT PROBLEM, Scandinavian journal of statistics, 23(4), 1996, pp. 527-550
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
03036898
Volume
23
Issue
4
Year of publication
1996
Pages
527 - 550
Database
ISI
SICI code
0303-6898(1996)23:4<527:EOTNIT>2.0.ZU;2-I
Abstract
In this paper we prove supnorm weak convergence and efficiency of the
NPMLE in the one-dimensional line-segment problem as introduced by Las
lett (1982). The analysis is based on a general identity for the NPMLE
of Linear parameters on convex models (van der Laan, 1993), Furthermo
re, a quirk algorithm for estimation of the limiting variance is given
so that confidence intervals can be constructed.