Novel closed-form point estimators for a weighted exponential family derived from likelihood equations
Methodology
2024-05-28 v1
Abstract
In this paper, we propose and investigate closed-form point estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators through bootstrap methods. Estimators are assessed using a Monte Carlo simulation, revealing favorable results for the proposed bootstrap bias-reduced estimators.
Keywords
Cite
@article{arxiv.2405.16192,
title = {Novel closed-form point estimators for a weighted exponential family derived from likelihood equations},
author = {Roberto Vila and Eduardo Nakano and Helton Saulo},
journal= {arXiv preprint arXiv:2405.16192},
year = {2024}
}
Comments
16 pages, 5 figures. arXiv admin note: text overlap with arXiv:2405.14509