Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions

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

zbMATH Keywords

asymptotic variance; maximum likelihood estimator; stochastic expansion; maximum conditional likelihood estimator; natural parameter; second-order asymptotic loss; truncation parameter; upper-truncated Pareto distribution

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F10: Point estimation

Related Items

Unnamed Item, Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions, Maximum likelihood estimation for a one-sided truncated family of distributions, Reliability inference of stress-strength model for the truncated proportional hazard rate distribution under progressively type-II censored samples

Cites Work

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