A novel weighted likelihood estimation with empirical Bayes flavor

DOI10.1080/03610918.2016.1197246zbMath1392.62015OpenAlexW1903155986MaRDI QIDQ4563418

M.D. Mobarak Hossain, Krzysztof Podgórski, Tomasz J. Kozubowski

Publication date: 1 June 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://lup.lub.lu.se/record/8052689

zbMATH Keywords

consistencyempirical Bayesmaximum likelihood estimatorsuper-efficiencyexponentiated distributiondata-dependent priorunbounded likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites Work

• Maximizing leave-one-out likelihood for the location parameter of unbounded densities
• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
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