In the decomposition of the score function based on all the order statistics, (equation presented) we study the asymptotic behaviour of the maximum conditional likelihood estimator, based on the second term on the right, and suggest an indirect way to study that of the maximum likelihood estimator based on the first term. We also give an asymptotic relation between the maximum likelihood estimators in each part.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty