Maximum likelihood estimation of translation parameter of truncated distribution. II

DOI10.1214/AOS/1176342708MaRDI QIDQ1844518zbMATH OpenOpenAlexFDO

Authors Michael Woodroofe

Publication date 1974

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176342708

Mathematics Subject Classification ID

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

Cited in

(16)

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

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