Closed-form estimators for an exponential family derived from likelihood equations
Methodology
2024-05-24 v1
Abstract
In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte Carlo simulation is performed for the assessment of the estimators. The results are seen to be quite favorable to the proposed bootstrap bias-reduce estimators.
Keywords
Cite
@article{arxiv.2405.14509,
title = {Closed-form estimators for an exponential family derived from likelihood equations},
author = {Roberto Vila and Eduardo Nakano and Helton Saulo},
journal= {arXiv preprint arXiv:2405.14509},
year = {2024}
}
Comments
13 pages, 4 figures