Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions
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Publication:2830780
DOI10.1080/03610926.2014.948202zbMath1348.62058MaRDI QIDQ2830780
Masafumi Akahira, Nao Ohyauchi, Shintaro Hashimoto, Ken-Ichi Koike
Publication date: 31 October 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/39561/files/CSTM_45-19.pdf
asymptotic variance; maximum likelihood estimator; stochastic expansion; maximum conditional likelihood estimator; natural parameter; second-order asymptotic loss; truncation parameter; upper-truncated Pareto distribution
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