AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS

By Stanislav Anatolyev, Grigory Kosenok. Econometric Theory, 2005

84 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Environmental Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4ea07089ec46c4a0f049f65be8e5cc0526f8b069

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In Artificial Intelligence

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Citations in the corpus

• Maximum product spacings method for the estimation of parameters of generalized inverted exponential distribution under Progressive Type II Censoring (2016, methodology): “Keeping this in mind, we may propose the asymptotic confidence intervals using MPS. Anatolyevin and Kosenok [20] showed mathematically that θ θ MPS ML o n= ( ) 1 2+ − i.e. it implies that both are asymptotically equivalent and hence the asymptotic or bootstrap inference around q based on MPS estimat”