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Existence theorems of a maximum likelihood estimate from a generalized censored data sample

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Summary

A new type of random sample, called a generalized censored data sample, is defined. An approach to finding criteria for the existence of a maximum likelihood estiamte from a finite generalized censored data sample is presented. This approach, named the probability contents boundary analysis, gives systematically a number of practical criteria, each of which is effective for various kinds of typical distribution families in statistical analysis.

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Nakamura, T. Existence theorems of a maximum likelihood estimate from a generalized censored data sample. Ann Inst Stat Math 36, 375–393 (1984). https://doi.org/10.1007/BF02481977

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  • DOI: https://doi.org/10.1007/BF02481977

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