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On location and scale maximum likelihood estimators


Authors: A. K. Gupta and G. J. Székely
Journal: Proc. Amer. Math. Soc. 120 (1994), 585-589
MSC: Primary 62F12
MathSciNet review: 1207537
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Abstract: The maximum likelihood estimators of location and scale parameters have the following undesirable properties: (i) they are not always consistent, and (ii) the asymptotic correlation of the MLE's of the "unrelated" location and scale parameters can be arbitrarily close to one.

In this paper methods to overcome these undesirable properties have been studied.


References [Enhancements On Off] (What's this?)

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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1994-1207537-3
Keywords: Consistency, maximum likelihood, uncorrected (orthogonal) estimators, truncated estimators
Article copyright: © Copyright 1994 American Mathematical Society