Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions

DOI10.1007/S10463-014-0502-9zbMath1358.62026OpenAlexW1974811068MaRDI QIDQ287520

Masafumi Akahira

Publication date: 20 May 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/38448/files/AISM_68-3.pdf

zbMATH Keywords

asymptotic variancemaximum likelihood estimatorstochastic expansionmaximum conditional likelihood estimatornatural parametersecond-order asymptotic losstruncated exponential familytruncation parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items (2)

Maximum likelihood estimation for a one-sided truncated family of distributions ⋮ Unnamed Item

Cites Work

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• Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
• Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions
• The asymptotic efficiency of conditional likelihood methods
• Asymptotic properties of a conditional maximum‐likelihood estimator
• Transforming samples from truncation parameter distributions to uniformity
• On the Elimination of Nuisance Parameters
• Deficiency

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