Estimation of parameters of probabilistic models which is based on the number of different elements in a~sample
Sibirskij žurnal industrialʹnoj matematiki, Tome 17 (2014) no. 3, pp. 135-147.

Voir la notice de l'article provenant de la source Math-Net.Ru

We consider a sample from a one-parameter family of distributions on natural numbers. It is assumed that the values of the elements in the sample are unknown and only the number of different elements of the sample is known. From these statistics, we construct estimators of the parameter for a few concrete parametric families. It is shown by an example that such an estimator need not be asymptotically normal.
Keywords: number of different elements, parametric family of distributions, consistent estimator, Gumbel distribution.
@article{SJIM_2014_17_3_a12,
     author = {M. G. Chebunin},
     title = {Estimation of parameters of probabilistic models which is based on the number of different elements in a~sample},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {135--147},
     publisher = {mathdoc},
     volume = {17},
     number = {3},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2014_17_3_a12/}
}
TY  - JOUR
AU  - M. G. Chebunin
TI  - Estimation of parameters of probabilistic models which is based on the number of different elements in a~sample
JO  - Sibirskij žurnal industrialʹnoj matematiki
PY  - 2014
SP  - 135
EP  - 147
VL  - 17
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJIM_2014_17_3_a12/
LA  - ru
ID  - SJIM_2014_17_3_a12
ER  - 
%0 Journal Article
%A M. G. Chebunin
%T Estimation of parameters of probabilistic models which is based on the number of different elements in a~sample
%J Sibirskij žurnal industrialʹnoj matematiki
%D 2014
%P 135-147
%V 17
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJIM_2014_17_3_a12/
%G ru
%F SJIM_2014_17_3_a12
M. G. Chebunin. Estimation of parameters of probabilistic models which is based on the number of different elements in a~sample. Sibirskij žurnal industrialʹnoj matematiki, Tome 17 (2014) no. 3, pp. 135-147. http://geodesic.mathdoc.fr/item/SJIM_2014_17_3_a12/

[1] Shreider Yu. A., Sharov N. A., Sistemy i modeli, Nauka, M., 1982

[2] Zipf G. K., Human Behavior and the Principle of Least Effort, Univ. Press, Cambridge, 1949

[3] Mandelbrot B., “Teoriya informatsii i psikholingvistika: teoriya chastot slov”, Matematicheskie metody v sotsialnykh naukakh, Nauka, M., 1973, 316–337

[4] Shreider Yu. A., “O vozmozhnosti teoreticheskogovyvoda statisticheskikh zakonomernostei teksta (k obosnovaniyu zakona Tsipfa)”, Problemy peredachi informatsii, 3:1 (1967), 57–63

[5] Vazhenin A. A., “Ustoichivost raspredeleniya gorodskikh poselenii v sistemakh rasseleniya”, Izv. RAN. Ser. geograficheskaya, 1999, no. 1, 55–60 | MR

[6] Borovkov A. A., Teoriya veroyatnostei, LIBROKOM, M., 2009

[7] Zakrevskaya N. S., Kovalevskii A. P., “Odnoparametricheskie veroyatnostnye modeli statistik teksta”, Sib. zhurn. industr. matematiki, 4:2(8) (2001), 142–153 | MR | Zbl

[8] Borovkov A. A., Matematicheskaya statistika, otsenka parametrov, proverka gipotez, Nauka, M., 1984 | MR | Zbl

[9] Gnedenko B. V., “Sur la distribution limite du terme maximum d'une serie aleatoire”, Ann. Math., 44 (1943), 423–453 | DOI | MR | Zbl