Allowance for skewness in maximum-likelihood estimation with application to the location-scale model

DOI10.2307/3315254zbMath0653.62021OpenAlexW2044956156MaRDI QIDQ3799494

R. Viveros, David A. Sprott

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315254

zbMATH Keywords

efficiencynormal distributionbiasskewnessconditional inferencesaddlepoint approximationslocation-scale familymaximum-likelihood estimationancillary statisticslog F distributiont-distributionprofile likelihoodslinear pivotals

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (3)

Bayesian interim analysis of lifetime data ⋮ Laplace approximations for censored linear regression models ⋮ Inferential estimation, likelihood, and linear pivotals

Cites Work

• On a formula for the distribution of the maximum likelihood estimator
• Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
• Two new properties of mathematical likelihood
• Normal likelihoods and their relation to large sample theory of estimation
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