Order preserving property of moment estimators

DOI10.1016/J.JSPI.2012.02.011MaRDI QIDQ419296zbMATH OpenOpenAlexFDO

Authors Piotr Nowak

Publication date 18 May 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.3586

zbMATH Keywords

stochastic orderingexponential familymaximum likelihood estimatortotal positivity

Mathematics Subject Classification ID

Point estimation (62F10) Inequalities; stochastic orderings (60E15)

Abstract: Balakrishnan and Mi [1] considered order preserving property of maximum likelihood estimators. In this paper there are given conditions under which the moment estimators have the property of preserving stochastic orders. There is considered property of preserving for usual stochastic order as well as for likelihood ratio order. Mainly, sufficient conditions are given for one parameter family of distributions and also for exponential family, location family and scale family.

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Cites work

• scientific article; zbMATH DE number 3833083 (Why is no real title available?)
• scientific article; zbMATH DE number 1191514 (Why is no real title available?)
• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Logconcavity versus logconvexity: A complete characterization
• On Pólya frequency functions. I. The totally positive functions and their Laplace transforms
• Order-preserving property of maximum likelihood estimator
• Stochastic orders

Cited in

(3)

• Stochastic comparisons of moment estimators of gamma distribution parameters
• Order-preserving property of maximum likelihood estimator
• A monotonicity of moments concerned with order restricted statistical inference

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