Maximum likelihood estimation of translation parameter of truncated distribution. II
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Cited in
(16)- Does bias reduction with external estimator of second order parameter work for endpoint?
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
- On the maximum likelihood estimator for the generalized extreme-value distribution
- Empirical likelihood confidence intervals for the endpoint of a distribution function
- On optimal designs for nonregular models
- Maximum likelihood estimation of extreme value index for irregular cases
- Bootstrapping endpoint
- Estimation in Nonparametric Regression with Non-Regular Errors
- Estimation for a four parameter generalized extreme value distribution
- A new bounded log-linear regression model
- Indirect inference in structural econometric models
- Estimation for first-order autoregressive processes with positive or bounded innovations
- On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
- Bias reduction for endpoint estimation
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
- Comparing extreme models when the sign of the extreme value index is known
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