Moment generating function based estimators with some optimal properties

DOI10.1016/0378-3758(93)90016-YMaRDI QIDQ2366570zbMATH OpenOpenAlexFDO

Authors Shaul K. Bar-Lev, Nitza Barkan, Naftali A. Langberg

Publication date 30 August 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(93)90016-y

zbMATH Keywords

asymptotic efficiencyauxiliary variableempirical moment generating functionexistencelimiting distributionmaximum likelihood estimatormoment generating function based estimatornatural exponential familynatural parameternecessary and sufficient conditionsnormalizationsample sizetheoretical moment generating functionuniqueness

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

• Estimating Mixtures of Normal Distributions and Switching Regressions
• Estimation of mixing proportions via distance between characteristic functions
• High-Efficiency Estimation for the Positive Stable Laws
• scientific article; zbMATH DE number 3740560 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Properties of estimators for the gamma distribution
• Statistical analysis of finite mixture distributions

Cited in

(4)

• The credibility premiums based on estimated moment-generating function
• Estimation of the Moment Generating Function
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• scientific article; zbMATH DE number 4102288 (Why is no real title available?)

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