The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model

DOI10.1016/0378-3758(95)00047-XzbMath0848.62007MaRDI QIDQ1918149

John L. Knight, Stephen E. Satchell

Publication date: 27 October 1996

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

zbMATH Keywords

characteristic functionmaximum likelihood estimatorsscore statisticexponential regression modelresidue theorynegative exponentiallog likelihoodglobal concavity of the log likelihoodweighted sum of independent exponential random variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15)

Related Items (3)

The second-order bias and mean squared error of nonlinear estimators ⋮ Higher order density approximations for solutions to estimating equations ⋮ The Third-Order Bias of Nonlinear Estimators

Uses Software

• AS 155

Cites Work

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• Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model
• Saddlepoint approximations for estimating equations
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Small-sample asymptotic distributions of M-estimators of location
• Computing the distribution of quadratic forms in normal variables

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