On the behavior of mle of the scale parameter of the student family

DOI10.1080/03610928408828877MaRDI QIDQ3675334zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828877

zbMATH Keywords

boundsdegrees of freedomgeneralized meanslikelihood functionmaximum likelihood estimatemonotonicityrobustnessscale parameterStudent family

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
• The size of \(\{x: r'_ n | r_ n\geq 1\}\) and lower bounds for \(\| e^{-x} - r_ n\|\)

Cited in

(3)

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• Asymptotic loss of the MLE of a truncation parameter in the presence of a nuisance parameter for a one-sided truncated family of distributions

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