Journal
METRIKA
Volume 74, Issue 3, Pages 349-360Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s00184-010-0306-8
Keywords
Asymptotic theory; Consistency; Maximum likelihood; Progressive Type-II censoring; Missing information principle
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Funding
- National Science of Council of Taiwan (NSC) [96-2628-M-032-002-MY3]
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Hoadley (Ann Math Stat 42:1977-1991, 1971) studied the weak law of large numbers for independent and non-identically distributed random variables. Using that result along with the missing information principle, we establish the consistency and asymptotic normality of maximum likelihood estimators based on progressively Type-II censored samples.
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