Independent Identically Distributed Observations. Densities with Jumps
The estimation theory given in Chapters II and III utilizes to a large extent the regularity of the experiments under consideration. Obviously this is the most important case, however, it is not difficult to give examples of very interesting problems where the regularity condition is not fulfilled.
KeywordsMarginal Distribution Maximum Likelihood Estimator Random Function Bayesian Estimator Discontinuity Line
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