Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family

DOI10.1007/BF02481966zbMath0553.62025MaRDI QIDQ802241

Shaul K. Bar-Lev

Publication date: 1984

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

zbMATH Keywords

asymptotic normalitymaximum likelihoodtruncated exponential familyStrong consistencyabsolutely continuous distributionsmaximum conditional likelihood estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (10)

Maximum likelihood estimation for a one-sided truncated family of distributions ⋮ Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions ⋮ A useful property of order statistics and its application to UMVU estimation ⋮ Estimation of the parameters in a truncated normal distribution ⋮ Alpha-parallel priors on a one-sided truncated exponential family ⋮ Unnamed Item ⋮ Asymptotic results in partially non-regular log-exponential distributions ⋮ Conditional maxima and inferences for the truncated exponential distribution ⋮ Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions ⋮ Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance

Cites Work

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• Exponential Family Distribution with a Truncation Parameter
• Transforming samples from truncation parameter distributions to uniformity
• Linear Statistical Inference and its Applications

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