Asymptotic expansions for modified maximum likelihood estimators with percentile truncated data

DOI10.1080/03610928508828958zbMATH Open0579.62022OpenAlexW2014300327MaRDI QIDQ3702279FDOQ3702279

Authors: Saul Blumenthal 

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610928508828958

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zbMATH Keywords

asymptotic normalityorder statisticssecond order bias correctionmodified maximum likelihood estimatorsAsymptotic stochastic expansionsmaximising the weighted likelihood functionpercentile truncated data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

• Title not available (Why is that?)
• Initial size estimation for the linear pure death process
• Comparison of Some Tests of Sample Censoring of Extreme Values
• Estimating population size with truncated sampling

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• Estimating n with time grouped and truncated data from a scale parameter distribution
• Title not available (Why is that?)
• Asymptotic expansion of the percentiles for a sample mean standardized by GMD in a normal case with applications

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