Novel Closed‐Form Point Estimators for a Weighted Exponential Family Derived From Likelihood Equations
Fuente:
Wiley Open Access
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Artículo Open Access |
| Pubblicazione: |
Wiley
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1867005552905682944 |
|---|---|
| author | Roberto Vila Eduardo Nakano Helton Saulo |
| author_facet | Roberto Vila Eduardo Nakano Helton Saulo Roberto Vila Eduardo Nakano Helton Saulo |
| collection | Wiley Open Access |
| contents | Novel Closed‐Form Point Estimators for a Weighted Exponential Family Derived From Likelihood Equations Roberto Vila Eduardo Nakano Helton Saulo Stat ABSTRACTIn this paper, we propose and investigate closed‐form point estimators for a weighted exponential family. We also develop a bias‐reduced version of these proposed closed‐form estimators through bootstrap methods. Estimators are assessed using a Monte Carlo simulation, revealing favourable results for the proposed bootstrap bias‐reduced estimators. We illustrate the proposed methodology with the use of two real data sets. 10.1002/sta4.723 http://onlinelibrary.wiley.com/termsAndConditions#vor |
| doi_str_mv | 10.1002/sta4.723 |
| format | Artículo Open Access |
| id | wiley_oa_10_1002_sta4_723 |
| institution | Wiley Open Access |
| license_str_mv | http://onlinelibrary.wiley.com/termsAndConditions#vor |
| publishDate | 2024 |
| publisher | Wiley |
| record_format | wiley_oa |
| spellingShingle | Novel Closed‐Form Point Estimators for a Weighted Exponential Family Derived From Likelihood Equations Roberto Vila Eduardo Nakano Helton Saulo Stat Novel Closed‐Form Point Estimators for a Weighted Exponential Family Derived From Likelihood Equations Roberto Vila Eduardo Nakano Helton Saulo Stat ABSTRACTIn this paper, we propose and investigate closed‐form point estimators for a weighted exponential family. We also develop a bias‐reduced version of these proposed closed‐form estimators through bootstrap methods. Estimators are assessed using a Monte Carlo simulation, revealing favourable results for the proposed bootstrap bias‐reduced estimators. We illustrate the proposed methodology with the use of two real data sets. 10.1002/sta4.723 http://onlinelibrary.wiley.com/termsAndConditions#vor |
| title | Novel Closed‐Form Point Estimators for a Weighted Exponential Family Derived From Likelihood Equations |
| topic | Stat |
| url | https://onlinelibrary.wiley.com/doi/10.1002/sta4.723 |