2012/02/16 by Antar Bandyopadhyay, Bandyopadhyay, Antar, Sanjay Chaudhuri +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1202.3570
openalex publication_date 2012/02/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of populations tends to infinity. We consider several cases of various orders of the sample sizes and show that the maximum likelihood estimator of the variance may or may not be consistent or be asymptotically normal.