Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments

Yubin Tian

doi:10.1016/j.spl.2008.10.031

Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments

Yubin Tian^*

^*此作品的通讯作者

数学学院

科研成果: 期刊稿件 › 文章 › 同行评审

2 引用（Scopus）

摘要

It is often of interest to estimate parameters of a response curve based on sequential sensitivity experiments. However, there is no general method to establish consistency of the maximum likelihood estimators or Bayesian estimators. In this paper, we focus on a general sequential design with a general parametric model. Under mild conditions, we prove the consistency of the estimators. Also we give a higher order approximation for the posterior expectation.

源语言	英语
页（从-至）	728-732
页数	5
期刊	Statistics and Probability Letters
卷	79
期	6
DOI	https://doi.org/10.1016/j.spl.2008.10.031
出版状态	已出版 - 15 3月 2009

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10.1016/j.spl.2008.10.031

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Tian, Y. (2009). Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments. Statistics and Probability Letters, 79(6), 728-732. https://doi.org/10.1016/j.spl.2008.10.031

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Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments

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