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Estimating the width of a uniform distribution under symmetric measurement errors
Journal of the Korean Statistical Society ( IF 0.6 ) Pub Date : 2020-01-01 , DOI: 10.1007/s42952-019-00035-7
S. Hamedović , M. Benšić , K. Sabo

In this paper we consider the problem of estimating the support of a uniform distribution under symmetric additive errors. The maximum likelihood (ML) estimator is of our primary interest, but we also analyze the method of moments (MM) estimator, when it exists. Under some regularity conditions, the ML estimator is consistent and asymptotically efficient. Errors with Student’s t-distribution are shown to be a good choice for robustness issues.

中文翻译:

在对称测量误差下估计均匀分布的宽度

在本文中,我们考虑在对称加性误差下估计均匀分布的支持性的问题。最大似然(ML)估计器是我们的主要兴趣,但我们也分析矩量(MM)估计器的方法(如果存在)。在某些规律性条件下,ML估计量是一致的,并且渐近有效。学生的t分布误差被证明是鲁棒性问题的不错选择。
更新日期:2020-01-01
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