A Property Of Maximum Likelihood Estimators In The Presence Of Location-Scale Nuisance Parameters
Consider a three-parameter density function of the form f (x) = (l/8)gt (x-a)/8,y], where g is a known function. It is shown that the distribution of the maximum likelihood estimator of y is independent of the location and scale parameters, a and 8. Some examples of problems in which this result may have useful application are discussed. © 1973, Taylor & Francis Group, LLC. All rights reserved.
J. Eastman and L. J. Bain, "A Property Of Maximum Likelihood Estimators In The Presence Of Location-Scale Nuisance Parameters," Communications in Statistics, vol. 2, no. 1, pp. 23 - 28, Taylor and Francis Group, Jan 1973.
The definitive version is available at https://doi.org/10.1080/03610927308827053
Mathematics and Statistics
International Standard Serial Number (ISSN)
Article - Journal
© 2023 Taylor and Francis Group, All rights reserved.
01 Jan 1973