Penalized likelihood estimators for truncated data

DOI10.1016/J.JSPI.2010.06.010MaRDI QIDQ710793zbMATH OpenOpenAlexFDO

Authors Eric W. Cope

Publication date 22 October 2010

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

Full work available at URL https://doi.org/10.1016/j.jspi.2010.06.010

zbMATH Keywords

linear penalty functionlocation-scale familyM-estimatormaximum likelihood estimationoperational risk

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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Cites work

• Asymptotic Statistics
• Efficient and Robust Fitting of Lognormal Distributions
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• Maximum penalized likelihood estimation. Vol. 1: Density estimation
• Robust Statistics
• The Quantitative Modeling of Operational Risk: Between G-and-H and EVT

Cited in

(1)

• Bayesian estimation of truncated data with applications to operational risk measurement

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