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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1977 Volume 74, Pages 66–82 (Mi znsl2915)

Likelihood ratio for densities with singularity

N. K. Bakirov


Abstract: Let $t_n$ be Bayes estimate of parameter $\Theta$. The case of independent observations with infinite information quantity is considered. Under some conditions on densities it is shown that normalizing factor $\varphi(n)$ for $\Delta_n\varphi(n)(t_n-\Theta)$ to have nontrivial asymptotic destribution is regularly changing in the sence of Karamata. Asymptotic distribution of $\Delta_n$ derived.

UDC: 519.662


 English version:
Journal of Soviet Mathematics, 1986, 34:1, 1403–1413

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