Moment-type estimators for a weighted exponential family
Methodology
2024-09-05 v1
Abstract
In this paper, we propose and study closed-form moment type estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators using bootstrap techniques. The estimators are evaluated using Monte Carlo simulation. This shows favourable results for the proposed bootstrap bias-reduced estimators.
Keywords
Cite
@article{arxiv.2409.02204,
title = {Moment-type estimators for a weighted exponential family},
author = {Roberto Vila and Helton Saulo},
journal= {arXiv preprint arXiv:2409.02204},
year = {2024}
}
Comments
15 pages, 2 figures