The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model
type: Item
instance of: scholarly article
title: The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model
zbMATH Open document ID: 0848.62007
DOI: 10.1016/0378-3758(95)00047-X
author: John Knight
author: Stephen Satchell
published in: Journal of Statistical Planning and Inference
publication date: 1996-10-27T00:00:00Z
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 906617
zbMATH Keywords: negative exponential
zbMATH Keywords: global concavity of the log likelihood
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: exponential regression model
zbMATH Keywords: score statistic
zbMATH Keywords: log likelihood
zbMATH Keywords: weighted sum of independent exponential random variables
zbMATH Keywords: characteristic function
zbMATH Keywords: residue theory
describes a project that uses: AS 155
MaRDI profile type: Publication
cites work: Q5842591
cites work: Saddlepoint approximations for estimating equations
cites work: Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
cites work: Small-sample asymptotic distributions of M-estimators of location
cites work: Computing the distribution of quadratic forms in normal variables
cites work: Q5615180
cites work: Q4124106
cites work: Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model
description: scientific article; zbMATH DE number 906617