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An Alternative To Maximum Likelihood Based On Spacings

Author

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  • Anatolyev, Stanislav
  • Kosenok, Grigory

Abstract

In the statistics literature, asymptotic properties of the Maximum Product of Spacings estimator are derived from first principles. We propose an alternative derivation based on the comparison between its objective function and that of the Maximum Likelihood estimator.We thank the co-editor Paolo Paruolo for his patience and an anonymous referee for providing references to the statistics literature.

Suggested Citation

  • Anatolyev, Stanislav & Kosenok, Grigory, 2005. "An Alternative To Maximum Likelihood Based On Spacings," Econometric Theory, Cambridge University Press, vol. 21(2), pages 472-476, April.
    • Handle: RePEc:cup:etheor:v:21:y:2005:i:02:p:472-476_05
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    1. Grigoriy Volovskiy & Udo Kamps, 2020. "Maximum product of spacings prediction of future record values," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(7), pages 853-868, October.
    2. Suparna Basu & Sanjay K. Singh & Umesh Singh, 2019. "Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored Data," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1377-1394, December.
    3. Liang Wang & Sanku Dey & Yogesh Mani Tripathi, 2022. "Classical and Bayesian Inference of the Inverse Nakagami Distribution Based on Progressive Type-II Censored Samples," Mathematics, MDPI, vol. 10(12), pages 1-18, June.
    4. Ehab M. Almetwally & Hanan A. Haj Ahmad, 2020. "A new generalization of the Pareto distribution and its applications," Statistics in Transition New Series, Polish Statistical Association, vol. 21(5), pages 61-84, December.
    5. Hanem Mohamed & Salwa A. Mousa & Amina E. Abo-Hussien & Magda M. Ismail, 2022. "Estimation of the Daily Recovery Cases in Egypt for COVID-19 Using Power Odd Generalized Exponential Lomax Distribution," Annals of Data Science, Springer, vol. 9(1), pages 71-99, February.
    6. Prashant Kumar Sonker & Mukesh Kumar & Agni Saroj, 2023. "Stress–strength reliability models on power-Muth distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(1), pages 173-195, March.
    7. Sanku Dey & Ahmed Elshahhat & Mazen Nassar, 2023. "Analysis of progressive type-II censored gamma distribution," Computational Statistics, Springer, vol. 38(1), pages 481-508, March.
    8. Mazen Nassar & Ahmed Elshahhat, 2023. "Statistical Analysis of Inverse Weibull Constant-Stress Partially Accelerated Life Tests with Adaptive Progressively Type I Censored Data," Mathematics, MDPI, vol. 11(2), pages 1-29, January.
    9. Cesar Augusto Taconeli & Idemauro Antonio Rodrigues Lara, 2022. "Improved confidence intervals based on ranked set sampling designs within a parametric bootstrap approach," Computational Statistics, Springer, vol. 37(5), pages 2267-2293, November.
    10. Mazen Nassar & Farouq Mohammad A. Alam, 2022. "Analysis of Modified Kies Exponential Distribution with Constant Stress Partially Accelerated Life Tests under Type-II Censoring," Mathematics, MDPI, vol. 10(5), pages 1-26, March.
    11. Suparna Basu & Sanjay Kumar Singh & Umesh Singh, 2017. "Parameter estimation of inverse Lindley distribution for Type-I censored data," Computational Statistics, Springer, vol. 32(1), pages 367-385, March.

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