Econometric Theory



NOTES AND PROBLEMS

AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS


Stanislav  Anatolyev  a1 c1 and Grigory  Kosenok  a1
a1 New Economic School, Moscow

Article author query
anatolyev s   [Google Scholar] 
kosenok g   [Google Scholar] 
 

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. a


Correspondence:
c1 Address correspondence to Stanislav Anatolyev, New Economic School, room 1721(5), Nakhimovsky prospect, 47, Moscow, 117418, Russian Federation; e-mail: sanatoly@nes.ru.


Footnotes

a We thank the co-editor Paolo Paruolo for his patience and an anonymous referee for providing references to the statistics literature.



Metrics