Possible superiority of the conditional MLE over the unconditional MLE
Author
Abstract
Suggested Citation
DOI: 10.1007/BF00049395
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Fujisawa, Hironori, 2003. "Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 126-142, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Fujisawa, Hironori, 2003. "Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 126-142, July.
- Zaigraev, A. & Podraza-Karakulska, A., 2014. "Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 99-106.
- Jin Zhang, 2013. "Reducing bias of the maximum likelihood estimator of shape parameter for the gamma Distribution," Computational Statistics, Springer, vol. 28(4), pages 1715-1724, August.
More about this item
Keywords
Bias reduction; comparison of estimators; Kullback-Leibler loss; odds ratio; Pareto distribution; steep exponential distribution;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:41:y:1989:i:2:p:269-278. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.