A note on comparison and improvement of estimators based on likelihood

DOI10.1080/02331888.2015.1032971MaRDI QIDQ5739660zbMATH OpenOpenAlexFDO

Authors I. Kaniovska, Alexander Zaigraev

Publication date 19 July 2016

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2015.1032971

zbMATH Keywords

admissibilitybias-corrected maximum likelihood estimatormaximum integrated likelihood estimatormaximum likelihood estimatormean-squared errorsecond-order risk

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• ASYMPTOTIC DEFICIENCY OF THE JACKKNIFE ESTIMATOR
• Bias reduction for the maximum likelihood estimators of the parameters in the half-logistic distribution
• Bias reduction of maximum likelihood estimates
• Improved maximum likelihood estimators for the gamma distribution
• Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution
• Inequalities for the gamma function
• Likelihood methods in statistics
• Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
• On estimation of the shape parameter of the gamma distribution
• On improved estimation of a gamma shape parameter
• On the bias of the maximum likelihood estimator for the two-parameter Lomax distribution
• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics

Cited in

(2)

• Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
• Estimating parameters of the gamma distribution easily and efficiently

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