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Moment-type estimation from grouped samples

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  • Nowak, Piotr Bolesław

Abstract

The M-estimators for distribution parameters under grouped data are defined. These estimators are compared in terms of asymptotic variance to MLE’s. We show that these estimators are the same as the MLE’s in the case of exponential families. Moreover, the obtained results are illustrated by examples jointly with simulation study.

Suggested Citation

  • Nowak, Piotr Bolesław, 2019. "Moment-type estimation from grouped samples," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 80-85.
    • Handle: RePEc:eee:stapro:v:149:y:2019:i:c:p:80-85
    DOI: 10.1016/j.spl.2019.01.010
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    References listed on IDEAS

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    1. Meintanis, Simos G. & Ushakov, Nikolai G., 2016. "Nonparametric probability weighted empirical characteristic function and applications," Statistics & Probability Letters, Elsevier, vol. 108(C), pages 52-61.
    2. Jun Yu, 2004. "Empirical Characteristic Function Estimation and Its Applications," Econometric Reviews, Taylor & Francis Journals, vol. 23(2), pages 93-123.
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