Geodesic
Estimation in a~model with infinite dimensional nuisance parameter
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 160-165

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

Let $X_1$ be a random variable with density function $f(t)$, $\Psi(t)$ be an increasing absolutely continuous function, $\Phi(t)$ be the inverse function, random variable $X_2$ be defined by $X_2=\Phi(X_1)$. We consider the maximum likelihood estimator for density $\psi$ of function $\Psi$ as we observe two independent samples from the distribution of $X_1$ and $X_2$. Under appropriate conditions on the involved distributions, we prove the consistency of maximum likelihood estimator. 
@article{ZNSL_2004_320_a12,
     author = {V. N. Solev and F. Haghighi},
     title = {Estimation in a~model with infinite dimensional nuisance parameter},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {160--165},
     publisher = {mathdoc},
     volume = {320},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a12/}
}
TY  - JOUR
AU  - V. N. Solev
AU  - F. Haghighi
TI  - Estimation in a~model with infinite dimensional nuisance parameter
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2004
SP  - 160
EP  - 165
VL  - 320
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a12/
LA  - ru
ID  - ZNSL_2004_320_a12
ER  - 
%0 Journal Article
%A V. N. Solev
%A F. Haghighi
%T Estimation in a~model with infinite dimensional nuisance parameter
%J Zapiski Nauchnykh Seminarov POMI
%D 2004
%P 160-165
%V 320
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a12/
%G ru
%F ZNSL_2004_320_a12
V. N. Solev; F. Haghighi. Estimation in a~model with infinite dimensional nuisance parameter. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 160-165. http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a12/