Penalized likelihood estimators for truncated data

DOI10.1016/J.JSPI.2010.06.010zbMath1197.62022OpenAlexW2004794368MaRDI QIDQ710793

Eric W. Cope

Publication date: 22 October 2010

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.010

zbMATH Keywords

maximum likelihood estimationlocation-scale familyM-estimatoroperational risklinear penalty function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (1)

Bayesian estimation of truncated data with applications to operational risk measurement

Cites Work

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• Asymptotic Statistics
• The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
• Efficient and Robust Fitting of Lognormal Distributions
• Robust Statistics
• Maximum penalized likelihood estimation. Vol. 1: Density estimation

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