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 |
|---|---|
| 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