TY - JOUR
T1 - Regular MLEs for nonregular distributions
AU - Bar-Lev, Shaul K.
AU - Fuchs, Camil
PY - 1999
Y1 - 1999
N2 - Distributions whose extremity values of the support depend on unknown parameters are usually known as nonregular distributions. In most cases, the MLEs for these parameters cannot be obtained by differentiation. Familiar examples are the uniform distribution on the interval (0, θ) and the truncated exponential distribution with truncation parameter θ. However, there exist distributions whose extremity points of the support depend on unknown parameters, which nevertheless are regular in the sense that the MLEs can be obtained by differentiation. This note provides a method of constructing such nonregular distributions with regular MLEs.
AB - Distributions whose extremity values of the support depend on unknown parameters are usually known as nonregular distributions. In most cases, the MLEs for these parameters cannot be obtained by differentiation. Familiar examples are the uniform distribution on the interval (0, θ) and the truncated exponential distribution with truncation parameter θ. However, there exist distributions whose extremity points of the support depend on unknown parameters, which nevertheless are regular in the sense that the MLEs can be obtained by differentiation. This note provides a method of constructing such nonregular distributions with regular MLEs.
KW - Likelihood function
KW - Maximum likelihood estimates
UR - http://www.scopus.com/inward/record.url?scp=28244491988&partnerID=8YFLogxK
U2 - 10.1080/03610929908832404
DO - 10.1080/03610929908832404
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AN - SCOPUS:28244491988
SN - 0361-0926
VL - 28
SP - 2037
EP - 2044
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 9
ER -