Geodesic
Local properties of the limiting distribution of the statistical estimator for jump point of a density
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 14 (2017), pp. 1307-1316

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Consider a random sample from the probability density function with exactly one jump point, which depends on an unknown parameter to be evaluated. The local properties of the limiting distribution of the normalized maximum likelihood estimators for the parameter are investigated. The so-called integro-local estimates for this limiting distribution are obtained. As an application it is shown that these estimates allow simplifying the problem of obtaining the rates of convergence for the distributions of the normalized maximum likelihood estimators.
Keywords: estimation of unknown jump point of a probability density function, maximum likelihood estimators, integro-local estimates, limiting distributions of statistical estimators. 
@article{SEMR_2017_14_a53,
     author = {V. E. Mosyagin and N. A. Shvemler},
     title = {Local properties of the limiting distribution of the statistical estimator for jump point of a density},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {1307--1316},
     publisher = {mathdoc},
     volume = {14},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2017_14_a53/}
}
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V. E. Mosyagin; N. A. Shvemler. Local properties of the limiting distribution of the statistical estimator for jump point of a density. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 14 (2017), pp. 1307-1316. http://geodesic.mathdoc.fr/item/SEMR_2017_14_a53/