On Location and Scale Maximum Likelihood Estimators

DOI10.2307/2159900zbMATH Open0804.62030OpenAlexW4241640066MaRDI QIDQ4286418FDOQ4286418

Authors: Arjun K. Gupta, G. J. Székely 

Publication date: 19 January 1995

Full work available at URL: https://doi.org/10.2307/2159900

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zbMATH Keywords

consistencylocationmaximum likelihood estimatorsscaleuncorrelated estimatorstruncated estimatorsasymptotic correlationorthogonal estimators

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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Cited In (17)

• Maximum likelihood estimation for Tukey's three corners
• An inconsistent location MLE
• Maximizing leave-one-out likelihood for the location parameter of unbounded densities
• Likelihood inference for location, scale, and shape
• Title not available (Why is that?)
• Maximum likelihood estimator of the scale parameter for the Riesz distribution
• An expansion for the maximum likelihood estimator of location and its distribution function
• Explicit estimators of the location and scale parameters of a symmetric hyperbolic distribution
• A maximum-likelihood estimator with infinite error
• A note on the paper by Ahmed Hossain and Andrew R. Willan
• Equivariance and generalized inference in two-sample location-scale families
• Maximum likelihood estimation of asymmetric Laplace parameters
• Maximum likelihood estimators for the parameters of a distribution extended log-loc-scale class
• Title not available (Why is that?)
• Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
• Generalized confidence interval and \(p\)-value in location and scale family
• A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution

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