Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model
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- T. Yanagimoto, 1988. "The conditional maximum likelihood estimator of the shape parameter in the gamma distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 35(1), pages 161-175, December.
- Takemi Yanagimoto & Kazuo Anraku, 1989. "Possible superiority of the conditional MLE over the unconditional MLE," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(2), pages 269-278, June.
- Takemi Yanagimoto, 1991. "Estimating a model through the conditional MLE," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(4), pages 735-746, December.
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Keywords
Asymptotic efficiency Bias Differential geometrical approach Kullback-Leibler risk Mean Pythagorean relation Orthogonal parameter Parallel foliation;Statistics
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