Maximum likelihood estimation for a one-sided truncated family of distributions

DOI10.1007/S42081-020-00098-5zbMATH Open1476.62051OpenAlexW3098784944MaRDI QIDQ825331FDOQ825331

Masafumi Akahira

Publication date: 17 December 2021

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-020-00098-5

zbMATH Keywords

asymptotic variancemaximum likelihood estimatorsecond-order asymptotic lossstochastic expansiontruncated exponential familytruncation parameterinterest parametertruncated Cauchy distributiontruncated family

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cites Work

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• Asymptotic properties of a conditional maximum‐likelihood estimator
• Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions
• Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions
• The asymptotic efficiency of conditional likelihood methods
• On the Elimination of Nuisance Parameters
• Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions
• Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
• Statistical estimation for truncated exponential families

Cited In (5)

• Asymptotic properties of MLE and UMVUE in one-parameter truncated distributions
• The singly truncated normal distribution: A non-steep exponential family
• Alpha-parallel priors on a one-sided truncated exponential family
• Asymptotic loss of the MLE of a truncation parameter in the presence of a nuisance parameter for a one-sided truncated family of distributions
• On the estimation of a maximum likelihood of truncated exponential distributions

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