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Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions |
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| Authors: | M. Akahira S. Hashimoto K. Koike N. Ohyauchi |
| Affiliation: | 1. Institute of Mathematics, University of Tsukuba, Ibaraki, Japanakahira@math.tsukuba.ac.jp;3. Department of Mathematics, Hiroshima University, Kagamiyama, Higashi-Hiroshima, Hiroshima, Japan;4. Institute of Mathematics, University of Tsukuba, Ibaraki, Japan |
| Abstract: | |
| Keywords: | Asymptotic variance Maximum conditional likelihood estimator Maximum likelihood estimator Natural parameter Second-order asymptotic loss Stochastic expansion Truncation parameter Upper-truncated Pareto distribution. |