Stepwise BAN Estimators for Exponential Families with Multivariate Normal Applications.
Abstract
Consistent, asymptotically efficient and asymptotically normal stepwise estimators are given for a subclass of the uniparametric and multiparametric exponential families. The estimators are derived by using the Robbins-Monro stochastic approximation procedure with certain families of random variables arising from the normalized log-likelihood. Considered in detail are three multivariate normal examples where the maximum likelihood estimators are not tractable.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1974
- Accession Number
- ADA008389
Entities
People
- Allan R. Sampson
Organizations
- Florida State University