Maximum likelihood estimation for a one-sided truncated family of distributions

DOI10.1007/s42081-020-00098-5zbMath1476.62051OpenAlexW3098784944MaRDI QIDQ825331

Masafumi Akahira

Publication date: 17 December 2021

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-020-00098-5

zbMATH Keywords

asymptotic variancemaximum likelihood estimatorstochastic expansionsecond-order asymptotic losstruncated exponential familytruncation parameterinterest parametertruncated Cauchy distributiontruncated family

Mathematics Subject Classification ID

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

Related Items (1)

Alpha-parallel priors on a one-sided truncated exponential family

Cites Work

• Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions
• Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
• Statistical estimation for truncated exponential families
• Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions
• The asymptotic efficiency of conditional likelihood methods
• Asymptotic properties of a conditional maximum‐likelihood estimator
• On the Elimination of Nuisance Parameters
• Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions
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