Journal article
Order-preserving property of maximum likelihood estimator
Abstract
Various properties of the maximum likelihood estimator have been studied. However, the order preserving property of MLE has not been studied in the literature. This is precisely the subject matter of this paper. General sufficient conditions are derived under which the MLE possesses the property of preserving the usual stochastic order. In particular, sufficient conditions are obtained for exponential family, location family, scale family, and …
Authors
Balakrishnan N; Mi J
Journal
Journal of Statistical Planning and Inference, Vol. 98, No. 1-2, pp. 89–99
Publisher
Elsevier
Publication Date
October 2001
DOI
10.1016/s0378-3758(00)00242-1
ISSN
0378-3758