Closed-form estimators for an exponential family derived from likelihood equations
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866914807838408704 |
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| author | Vila, Roberto Nakano, Eduardo Saulo, Helton |
| author_facet | Vila, Roberto Nakano, Eduardo Saulo, Helton |
| contents | In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte Carlo simulation is performed for the assessment of the estimators. The results are seen to be quite favorable to the proposed bootstrap bias-reduce estimators. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_14509 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Closed-form estimators for an exponential family derived from likelihood equations Vila, Roberto Nakano, Eduardo Saulo, Helton Methodology In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte Carlo simulation is performed for the assessment of the estimators. The results are seen to be quite favorable to the proposed bootstrap bias-reduce estimators. |
| title | Closed-form estimators for an exponential family derived from likelihood equations |
| topic | Methodology |
| url | https://arxiv.org/abs/2405.14509 |