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Finite sample performance of the E-M algorithm for ranks data modelling. (English) Zbl 1187.62043

Summary: We check the finite sample performance of maximum likelihood estimators of the parameters of a mixture distribution recently introduced for modelling ranks/preference data. The estimates are derived by the E-M algorithm and the performance is evaluated both from a univariate and bivariate points of view. While the results are generally acceptable as far as they concern the bias, Monte Carlo experiments show a different behaviour of the estimators’ efficiency for the two parameters of the mixture, mainly depending upon their location in an admissible parametric space. Some operative suggestions conclude the paper.

MSC:

62F10 Point estimation
62F07 Statistical ranking and selection procedures
65C05 Monte Carlo methods
65C60 Computational problems in statistics (MSC2010)