Likelihood-Based Inference in Some Continuous Exponential Families With Unknown Threshold

Date
2002-09-01
Authors
Dubinin, Thomas
Vardeman, Stephen
Vardeman, Stephen
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Altmetrics
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Statistics
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Statistics
Abstract

We consider likelihood-based inference in some continuous exponential families with unknown threshold parameters. The introduction of threshold parameters necessitates modification of the standard asymptotic arguments and some possibly unexpected limiting distributions result.

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This preprint was published as Thomas Michael Dubnin & Stephen Bruce Vardeman, "Likelihood-Based Inference in Some Continuous Exponential Families With Unknown Threshold Parameters", Journal of the American Statistical Association (2003): 741-749, doi: 10.1198/016214503000000657.

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