The inherent bias pathology of the maximum likelihood estimation method is confirmed for models with unknown parameters θ and ψ when maximum likelihood estimate (MLE) ψ̂â€¦ (More)

A decision theoretic foundation of the maximum likelihood estimation method is provided. In regular parametric models, the maximum likelihood estimator Î¸Ì‚ is shown to be finite sample efficient forâ€¦ (More)

Mean-preserving and covariance preservingmatchings are introduced that can be obtained with conditional, randomized matching on sub-populations of a large control group. Under moment conditions it isâ€¦ (More)

Stone's dimensionality reduction principle has been confirmed on several occasions for independent observations. When dependence is expressed with C-mixing, a minimum distance es t imate ~n isâ€¦ (More)

For a large class of distributions and large samples, it is shown that estimates of the variance Ïƒ2 and of the standard deviation Ïƒ are more often Pitman closer to their target than the correspondingâ€¦ (More)

In a sample variance decomposition, with components functions of the sample's spacings, the largest componentËœIn is used in cluster detection. It is shown for normal samples that the asymptoticâ€¦ (More)