Second Order Asymptotic Loss of the MLE of a Truncation Parameter for a Two-Sided Truncated Exponential Family of Distributions

Author:

Akahira Masafumi1,Ohyauchi Nao1

Affiliation:

1. Institute of Mathematics, University of Tsukuba

Publisher

The Japan Statistical Society

Reference12 articles.

1. (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. (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. (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. (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. (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.

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