Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions

DOI10.1080/03610926.2014.948202zbMath1348.62058OpenAlexW2338163400MaRDI QIDQ2830780

Masafumi Akahira, Nao Ohyauchi, Shintaro Hashimoto, Ken-Ichi Koike

Publication date: 31 October 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/39561/files/CSTM_45-19.pdf

zbMATH Keywords

asymptotic variancemaximum likelihood estimatorstochastic expansionmaximum conditional likelihood estimatornatural parametersecond-order asymptotic losstruncation parameterupper-truncated Pareto distribution

Mathematics Subject Classification ID

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

Related Items (4)

Maximum likelihood estimation for a one-sided truncated family of distributions ⋮ Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions ⋮ Unnamed Item ⋮ Reliability inference of stress-strength model for the truncated proportional hazard rate distribution under progressively type-II censored samples

Cites Work

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• Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
• On Asymptotic Deficiency of Estimators
• Transforming samples from truncation parameter distributions to uniformity
• An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment
• Deficiency
• Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters
• Parameter Estimation for the Truncated Pareto Distribution

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