Moment generating function based estimators with some optimal properties

DOI10.1016/0378-3758(93)90016-YzbMath0772.62011OpenAlexW1972470783MaRDI QIDQ2366570

Shaul K. Bar-Lev, Naftali A. Langberg, Nitza Barkan

Publication date: 30 August 1993

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

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90016-y

zbMATH Keywords

existenceuniquenesssample sizeasymptotic efficiencymaximum likelihood estimatornormalizationnecessary and sufficient conditionslimiting distributionauxiliary variablenatural exponential familynatural parameterempirical moment generating functionmoment generating function based estimatortheoretical moment generating function

Mathematics Subject Classification ID

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

Related Items (1)

The credibility premiums based on estimated moment-generating function

Cites Work

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• Estimation of mixing proportions via distance between characteristic functions
• High-Efficiency Estimation for the Positive Stable Laws
• Properties of estimators for the gamma distribution
• Estimating Mixtures of Normal Distributions and Switching Regressions

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