Maximum likelihood estimation for weighted distributions

DOI10.1016/0167-7152(94)90056-6MaRDI QIDQ1336939zbMATH OpenOpenAlexFDO

Authors Satish Iyengar, Peng-Liang Zhao

Publication date 6 November 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90056-6

zbMATH Keywords

\(p\)-values\(t\)- statisticseffect of weight functionsexponential familieslog-concavitymeta-analysesmonotone likelihood rationon-central

Mathematics Subject Classification ID

Point estimation (62F10)

Review text

The authors examine the effect of weight functions on estimates of parameters from exponential families, and families with monotone likelihood ratio. They illustrate the results on two commonly used indices in meta-analyses, \(p\)-values and \(t\)-statistics.

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Cites work

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Cited in

(9)

• Efficiency of weighted averages
• Maximum likelihood estimation in weighted sampling
• Selection models with monotone weight functions in meta analysis
• Weighted discrepancies and maximum likelihood estimation for discrete distributions
• scientific article; zbMATH DE number 18859 (Why is no real title available?)
• scientific article; zbMATH DE number 18867 (Why is no real title available?)
• Combining standardized mean differences using the method of maximum likelihood
• When is a weighted average of ordered sample elements a maximum likelihood estimator of the location parameter?
• Weighted empirical likelihood inference for multiple samples

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