ACADSTAFF UGM
| Title | : | On the Explicit Estimator of Euclidean Parameter under Linear Restriction |
| Author | : |
Dr. Nanang Susyanto, S.Si., M.Sc., M.Act.Sc. (1) |
| Date | : | 2017 |
| Keyword | : | restricted parameter, constrained MLE, CRLB, maximum likelihood estimator, linear restriction restricted parameter, constrained MLE, CRLB, maximum likelihood estimator, linear restriction |
| Abstract | : | We propose a new method to find an estimator of Euclidean parameter under linear restriction. Instead of using iterative method, our estimator is constructed by a single step and is provided explicitly in term of the maximum likelihood estimator (ML-estimator) of the parameter without restriction and the matrix restriction. After providing the explicit form of our estimator, we then show that it is asymptotically equivalent to the ML-estimator of parameter under linear restriction that attains the constrained Cram\'er-Rao Lower Bound (CLRB), which is the optimal lower bound of the covariance matrix of all unbiased estimators. We also give a simple example to illustrate how our method works. |
| Group of Knowledge | : | Statistik |
| Original Language | : | English |
| Level | : | Internasional |
| Status | : |
Published
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| No | Title | Action |
|---|---|---|
| 1 |
MS102102367.pdf
Document Type :
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