Estimateur de la distance minimale en moyenne pour un modèle régulier

Autor:	Christophe Aubry
Rok vydání:	1997
Předmět:	Combinatorics Consistency (statistics) Bayesian probability Convergence (routing) Estimator Asymptotic distribution Statistical model General Medicine Random variable Parametric statistics Mathematics
Zdroj:	Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. 325:899-902
ISSN:	0764-4442
Popis:	We consider a parametric statistical model in the regular case. We describe the asymptotic properties of a new type of minimum distance estimators when we suppose that the parameter θ ϵ Θ ⊂ Rd is a random variable distributed according to a priori law like in the Bayesian case. We prove the consistency, the asymptotic normality, and the convergence of the moments of such an estimator.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6e5618328416621af613ab306bd12eef https://doi.org/10.1016/s0764-4442(97)80134-6 Zobrazit plný text záznamu