Maximum likelihood estimation of translation parameter of truncated distribution. II

DOI10.1214/aos/1176342708zbMath0283.62030OpenAlexW2068395937MaRDI QIDQ1844518

Michael B. Woodroofe

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342708

Mathematics Subject Classification ID

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

Related Items (16)

Maximum likelihood estimation of extreme value index for irregular cases ⋮ Bootstrapping endpoint ⋮ Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp ⋮ On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution ⋮ On the maximum likelihood estimator for the generalized extreme-value distribution ⋮ Bias reduction for endpoint estimation ⋮ Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes ⋮ A new bounded log-linear regression model ⋮ Comparing extreme models when the sign of the extreme value index is known ⋮ Indirect inference in structural econometric models ⋮ Empirical likelihood confidence intervals for the endpoint of a distribution function ⋮ Estimation in Nonparametric Regression with Non-Regular Errors ⋮ Estimation for first-order autoregressive processes with positive or bounded innovations ⋮ On optimal designs for nonregular models ⋮ Does bias reduction with external estimator of second order parameter work for endpoint? ⋮ Estimation for a four parameter generalized extreme value distribution

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