Order preserving property of moment estimators
Statistics Theory
2011-10-26 v3 Other Statistics
Statistics Theory
Abstract
Balakrishnan and Mi [1] considered order preserving property of maximum likelihood estimators. In this paper there are given conditions under which the moment estimators have the property of preserving stochastic orders. There is considered property of preserving for usual stochastic order as well as for likelihood ratio order. Mainly, sufficient conditions are given for one parameter family of distributions and also for exponential family, location family and scale family.
Keywords
Cite
@article{arxiv.1108.3586,
title = {Order preserving property of moment estimators},
author = {Piotr Nowak},
journal= {arXiv preprint arXiv:1108.3586},
year = {2011}
}