On the behavior of mle of the scale parameter of the student family |
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| Authors: | P Borwein G Gabor |
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| Institution: | Department of Mathematics, Statistics and Computing Science , Dalhousie University , Halifax, Nova Scotia |
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| Abstract: | This paper contains a study of the qualitative properties of the maximum likelihood estimate of the scale parameter of the Student family as a function of its (continuous) degrees of freedom. Sharp bounds are provided for the estimate and its (continuous) degrees of freedom. Sharp bounds are provided for the estimate and its monotonicity as a function of the degrees of freedom is established. Inferential implications are also discussed. |
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| Keywords: | Student distribution likelihood function generalized means robustness |
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