Maximizing leave-one-out likelihood for the location parameter of unbounded densities
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Publication:2255165
DOI10.1007/s10463-013-0437-6zbMath1331.62104MaRDI QIDQ2255165
Krzysztof Podgórski, Jonas Wallin
Publication date: 6 February 2015
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-013-0437-6
super-efficiency; location parameter; unbounded likelihood; generalized asymmetric Laplace distribution
62F10: Point estimation