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

DOI10.1007/S10463-014-0502-9zbMATH Open1358.62026OpenAlexW1974811068MaRDI QIDQ287520FDOQ287520

Authors: Masafumi Akahira 

Publication date: 20 May 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/38448/files/AISM_68-3.pdf

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zbMATH Keywords

asymptotic variancemaximum likelihood estimatormaximum conditional likelihood estimatornatural parametersecond-order asymptotic lossstochastic expansiontruncated exponential familytruncation parameter

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• The asymptotic efficiency of conditional likelihood methods
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• Transforming samples from truncation parameter distributions to uniformity
• On the Elimination of Nuisance Parameters
• Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family

Cited In (9)

• Maximum likelihood estimation for a one-sided truncated 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
• Title not available (Why is that?)
• 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
• Asymptotic loss of the MLE of a truncation parameter in the presence of a nuisance parameter for a one-sided truncated family of distributions
• Title not available (Why is that?)
• Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions

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