AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS

B-Tier
Journal: Econometric Theory
Year: 2005
Volume: 21
Issue: 2
Pages: 472-476

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In the statistics literature, asymptotic properties of the Maximum Product of Spacings estimator are derived from first principles. We propose an alternative derivation based on the comparison between its objective function and that of the Maximum Likelihood estimator.We thank the co-editor Paolo Paruolo for his patience and an anonymous referee for providing references to the statistics literature.

Technical Details

RePEc Handle
repec:cup:etheor:v:21:y:2005:i:02:p:472-476_05
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24