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

DOI10.1080/03610926.2014.948202MaRDI QIDQ2830780zbMATH OpenOpenAlexFDO

Authors Masafumi Akahira, Shintaro Hashimoto, Ken-Ichi Koike, Nao Ohyauchi

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 variancemaximum likelihood estimatormaximum conditional likelihood estimatornatural parametersecond-order asymptotic lossstochastic expansiontruncation parameterupper-truncated Pareto distribution

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4032801 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment
• Deficiency
• Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
• On Asymptotic Deficiency of Estimators
• Parameter Estimation for the Truncated Pareto Distribution
• Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters
• Transforming samples from truncation parameter distributions to uniformity

Cited in

(8)

• Maximum likelihood estimation for a one-sided truncated family of distributions
• Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions
• Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions
• Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
• Second order asymptotic loss of the MLE of a truncation parameter for a two-sided truncated exponential family of distributions
• Second order asymptotic variance of the Bayes estimator of a truncation parameter for a one-sided truncated exponential family of distributions
• scientific article; zbMATH DE number 7387543 (Why is no real title available?)
• Reliability inference of stress-strength model for the truncated proportional hazard rate distribution under progressively type-II censored samples

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