Journal Article Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions

Akahira, M.  ,  Ohyauchi, N.

46 ( 12 )  , pp.6085 - 6097 , 2017-06 , Taylor & Francis Group
For a truncated exponential family of distributions with a truncation parameter γ and a natural parameter θ as a nuisance parameter, the stochastic expansions of bias-adjusted maximum likelihood estimatorsandof γ when θ is known and when θ is unknown, respectively, are derived. The second-order asymptotic loss ofrelative tois also obtained through their asymptotic variances. Further, some examples are given.

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