In this work we have determined the asymptotic distribution of the maximum likelihood estimators of the parameters , , and for the right-truncated Dagum model. Some numerical comparisons show that, for each combination of the parameters and for each sample size, the variance of maximum likelihood estimators increases as the truncation point decreases, i.e., with the increase in the cut of the right tail of distribution.
Asymptotic Distribution of the Maximum Likelihood Estimators of the parameters of a right-truncated Dagum distribution
DOMMA, Filippo
2007-01-01
Abstract
In this work we have determined the asymptotic distribution of the maximum likelihood estimators of the parameters , , and for the right-truncated Dagum model. Some numerical comparisons show that, for each combination of the parameters and for each sample size, the variance of maximum likelihood estimators increases as the truncation point decreases, i.e., with the increase in the cut of the right tail of distribution.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.