| 删失数据极大似然估计的大偏差上界 |
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| 引用本文： | 沈思,曲文蕊. 删失数据极大似然估计的大偏差上界[J]. 山东轻工业学院学报, 2008, 22(4) |
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| 作者姓名： | 沈思 曲文蕊 |
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| 作者单位： | 中央民族大学,理学院,北京,100081;山东轻工业学院,数理学院,山东,济南,250353 |
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| 摘 要： | 本文主要研究随机删失模型中参数的极大似然估计的大偏差上界,本文中不要求极大似然估计唯一存在.利用函数的连续模和Holder不等式等,给出了极大似然估计的大偏差上界和下紧的速率函数.
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| 关 键 词： | 删失数据 大偏差 极大似然估计 |
Upper bound of large deviations for the maximum likelihood estimators under random censorship |
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| SHEN Si,QU Wen-rui. Upper bound of large deviations for the maximum likelihood estimators under random censorship[J]. Journal of Shandong Institute of Light Industry(Natural Science Edition), 2008, 22(4) |
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| Authors: | SHEN Si QU Wen-rui |
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| Affiliation: | SHEN Si1,QU Wen-rui2 (1.School of Science,the Central University for Nationalities,Beijing 100081,China,2.School of Mathematics , Physics,Sh,ong Institute of Light Industry,Jinan 250353,China) |
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| Abstract: | In this paper,the upper bound of the large deviations for the maximum likelihood estimators under random censorship is considered.The maximum likelihood estimators of the parameter may not be unique in the general case.With the Holder inequality and the modulus of continuity,the good rate function of the upper bound of the large deviations for the maximum likelihood estimators is given. |
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| Keywords: | large deviation maximum likelihood estimator random censorship |
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