Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
type: Item
instance of: scholarly article
title: Large sample properties of the MLE and MCLE for the natural parameter of a truncated exponential family
zbMATH Open document ID: 0553.62025
DOI: 10.1007/BF02481966
author: Shaul K. Bar-Lev
published in: Annals of the Institute of Statistical Mathematics
publication date: 1984-01-01T00:00:00Z
review text: Consider a truncated exponential family of absolutely continuous distributions with natural parameter \(\theta\) and truncation parameter \(\gamma\). Strong consistency and asymptotic normality are shown to hold for the maximum likelihood and maximum conditional likelihood estimates of \(\theta\) with \(\gamma\) unknown. Moreover, these two estimates are also shown to have the same limiting distribution, coinciding with that of the maximum likelihood estimate for \(\theta\) when \(\gamma\) is assumed to be known.
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 3881674
zbMATH Keywords: truncated exponential family
zbMATH Keywords: absolutely continuous distributions
zbMATH Keywords: Strong consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: maximum likelihood
zbMATH Keywords: maximum conditional likelihood estimates
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3881674