Über das asymptotische verhalten von bayesschen und maximum-likelihood-schätzungen |
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| Authors: | D Schütze |
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| Institution: | Niederauer Str. 9, Dresden, DDR-8023 |
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| Abstract: | The paper deals with the asymptotic equivalence of the maximum-likelihood-estimator with sums of independent and identically distributed random variables for a family of distribution functions, the density of which may vanish depending on the parameter. Further the asymptotic equivalence of the maximum-likelihood-estimator with BAYES estimators is shown. |
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| Keywords: | D-optimal Hadamard matrix information matrix saturated design |
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