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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1972 Volume 87(129), Number 4, Pages 554–586 (Mi sm3140)

This article is cited in 5 papers

Asymptotic behavior of statistical estimates for samples with a discontinuous density

I. A. Ibragimov, R. Z. Khas'minskii


Abstract: In this paper the authors study the asymptotic behavior of the joint distribution and moments of generalized Bayesian estimates, maximum likelihood estimates and maximum probability estimates with respect to intervals constructed from independent observations with a density having a discontinuity of the first kind.
Bibliography: 9 titles.

UDC: 519.25

MSC: 62E20, 62F20

Received: 11.05.1971


 English version:
Mathematics of the USSR-Sbornik, 1972, 16:4, 573–606

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