Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions

作者：Akahira M^*; Ohyauchi N

来源：Communications in Statistics - Theory and Methods, 2017, 46(12): 6085-6097.

DOI：10.1080/03610926.2015.1117638

• Asymptotic variance
• maximum likelihood estimator
• natural parameter
• Pareto distribution
• second-order asymptotic loss
• truncation parameter

For a truncated exponential family of distributions with a truncation parameter and a natural parameter as a nuisance parameter, the stochastic expansions of bias-adjusted maximum likelihood estimators and of when is known and when is unknown, respectively, are derived. The second-order asymptotic loss of is also obtained through their asymptotic variances. Further, some examples are given.

• 出版日期2017