A novel weighted likelihood estimation with empirical Bayes flavor

DOI10.1080/03610918.2016.1197246MaRDI QIDQ4563418zbMATH OpenOpenAlexFDO

Authors M.D. Mobarak Hossain, Krzysztof Podgórski, Tomasz J. Kozubowski

Publication date 1 June 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://lup.lub.lu.se/record/8052689

zbMATH Keywords

consistencyempirical Bayesdata-dependent priormaximum likelihood estimatorunbounded likelihoodexponentiated distributionsuper-efficiency

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

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• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Asymptotic theory of statistics and probability
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
• Maximizing leave-one-out likelihood for the location parameter of unbounded densities

Cited in

(6)

• A Bayesian approach to estimate the failure time distribution of a log-logistic degradation model
• Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density
• Matrix variate generalized asymmetric Laplace distributions
• Empirical Bayesian Learning
• Weighted empirical likelihood inference for multiple samples
• Approximating bayesian inference by weighted likelihood

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