LI Buxi. A LAW OF THE ITERATED LOGARITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR BASED ON RANDOMLY CENSORED DATA[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 60-69.
Citation:
LI Buxi. A LAW OF THE ITERATED LOGARITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR BASED ON RANDOMLY CENSORED DATA[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 60-69.
LI Buxi. A LAW OF THE ITERATED LOGARITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR BASED ON RANDOMLY CENSORED DATA[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 60-69.
Citation:
LI Buxi. A LAW OF THE ITERATED LOGARITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR BASED ON RANDOMLY CENSORED DATA[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 60-69.
A LAW OF THE ITERATED LOGARITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR BASED ON RANDOMLY CENSORED DATA
This paper is concerned with the Maximum Likelihood Estimator (MLE) based on Randomly censored data. It is proved that the MLE converges to the true parameter at the rate of the law of iterated logarithm under some conditions.