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The use of the weighted likelihood in the natural exponential families with quadratic variance |
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| Authors: | Malay Ghosh James V. Zidek Tapabrata Maiti Rick White |
| Abstract: | The authors propose a weighted likelihood concept for the estimation of parameters in natural exponential families with quadratic variance. They apply the results to both simulated and real data. |
| Keywords: | Bootstrap exponential family James‐Stein estimation likelihood maximum likelihood natural exponential family with quadratic variance |