Art

J-GLOBAL ID：201602267925644771   Reference number：16A1002401

SECOND ORDER ASYMPTOTIC LOSS OF THE MLE OF A TRUNCATION PARAMETER FOR A TWO-SIDED TRUNCATED EXPONENTIAL FAMILY OF DISTRIBUTIONS

分布の両側打切指数ファミリーに対する打切パラメータの二次漸近ロス

Author (2)： AKAHIRA Masafumi (Univ. Tsukuba, Ibaraki, JPN) ,  OHYAUCHI Nao (Univ. Tsukuba, Ibaraki, JPN)
Material： Journal of the Japan Statistical Society  (J Jpn Stat Soc)
Volume： 46  Issue： 1  Page： 27-50  Publication year： Jun. 2016 
JST Material Number： L7007A  ISSN： 1882-2754  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： distribution ,  *both faces ,  *truncation ,  classification ,  *parameter ,  maximum likelihood method ,  bias ,  variance
Semi thesaurus term： both sides ,  *exponential families ,  maximum likelihood estimation ,  asymptotic variance

JST classification (1)： Theory of probability  (AB09000O)

Reference (12)：

• (1) Aban, I. B., Meerschaert, M. M. and Panorska, A. K. (2006). Parameter estimation for the truncated Pareto distribution, J. Am. Staist. Assoc., 101, 270-277.
• (2) Akahira, M. (1986). The Structure of Asymptotic Deficiency of Estimators, Queen's Papers in Pure and Applied Mathematics 75, Queen's Univ. Press, Kingston, Canada.
• (3) Akahira, M. (2016). Second order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions, Ann. Inst. Statist. Math., 68, 469-490.
• (4) Akahira, M., Hashimoto, S., Koike, K. and Ohyauchi, N. (2016). Second order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions, Commun. Statist.-Theory and Meth., 45, 5637-5659.
• (5) Akahira, M. and Ohyauchi, N. (2016). Second order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions, Math. Res. Note, No. 2015-001, Inst. of Math., Univ. of Tsukuba, to appear in Commun. Statist.-Theory and Meth.,Published online: 17 June 2016.

Terms in the title (5)： 分布 ,  打切 ,  指数ファミリー ,  パラメータ ,  ロス