An inconsistent Bayes estimator in bivariate survival curve analysis

Ronald C. Pruitt

Statistics & Probability Letters, 1992, vol. 15, issue 3, 177-180

Abstract: An example of an inconsistent sequence of Bayes estimates is presented. This example occurs in a very natural framework when estimating a bivariate survival function from incompletely observed data. The same example shows that the generalized maximum likelihood estimator in this problem is not unique even for large sample sizes and may not have a limit. For this example there does exist a particular sequence of generalized maximum likelihood estimates which does converge to the true underlying distribution.

Keywords: Generalized; maximum; likelihood; Dirichlet; process; mixture; of; Dirichlet; processes (search for similar items in EconPapers)
Date: 1992
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