ON LOCATION AND SCALE MAXIMUM-LIKELIHOOD ESTIMATORS

Authors
GUPTA AK SZEKELY GJ
Citation
Ak. Gupta et Gj. Szekely, ON LOCATION AND SCALE MAXIMUM-LIKELIHOOD ESTIMATORS, Proceedings of the American Mathematical Society, 120(2), 1994, pp. 585-589
Citations number
8
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Proceedings of the American Mathematical Society → ACNP
ISSN journal
00029939
Volume
120
Issue
2
Year of publication
1994
Pages
585 - 589
Database
ISI
SICI code
0002-9939(1994)120:2<585:OLASME>2.0.ZU;2-1
Abstract
The maximum likelihood estimators of location and scale parameters hav e the following undesirable properties: (i) they are not always consis tent, and (ii) the asymptotic correlation of the MLE's of the ''unrela ted'' location and scale parameters can be arbitrarily close to one. I n this paper methods to overcome these undesirable properties have bee n studied.