Moment-type estimators for a weighted exponential family

Fuente: arXiv
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Auteurs principaux: Vila, Roberto, Saulo, Helton
Format: Preprint
Publié: 2024
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author Vila, Roberto
Saulo, Helton
author_facet Vila, Roberto
Saulo, Helton
contents In this paper, we propose and study closed-form moment type estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators using bootstrap techniques. The estimators are evaluated using Monte Carlo simulation. This shows favourable results for the proposed bootstrap bias-reduced estimators.
format Preprint
id arxiv_https___arxiv_org_abs_2409_02204
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Moment-type estimators for a weighted exponential family
Vila, Roberto
Saulo, Helton
Methodology
60E05, 62Exx, 62Fxx
In this paper, we propose and study closed-form moment type estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators using bootstrap techniques. The estimators are evaluated using Monte Carlo simulation. This shows favourable results for the proposed bootstrap bias-reduced estimators.
title Moment-type estimators for a weighted exponential family
topic Methodology
60E05, 62Exx, 62Fxx
url https://arxiv.org/abs/2409.02204