Abstract
Consider a truncated exponential family of absolutely continuous distributions with natural parameter θ and truncation parameter γ. Strong consistency and asymptotic normality are shown to hold for the maximum likelihood and maximum conditional likelihood estimates of θ with γ unknown. Moreover, these two estimates are also shown to have the same limiting distribution, coinciding with that of the maximum likelihood estimate for θ when γ is assumed to be known.
Original language | English |
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Pages (from-to) | 217-222 |
Number of pages | 6 |
Journal | Annals of the Institute of Statistical Mathematics |
Volume | 36 |
Issue number | 1 |
DOIs | |
State | Published - Dec 1984 |
ASJC Scopus subject areas
- Statistics and Probability