Article ID Journal Published Year Pages File Type
1154706 Statistics & Probability Letters 2014 8 Pages PDF
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
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