Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154706 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
The problem of estimation of an interest parameter in the presence of a nuisance parameter, which is either location or scale, is studied. Two estimators are considered: the usual maximum likelihood estimator and the estimator based on maximization of the integrated likelihood function. The estimators are compared, asymptotically, with respect to the bias and with respect to the mean squared error. The examples are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A. Zaigraev, A. Podraza-Karakulska,