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.
2007
Asymptotic variance; Maximum likelihood estimators; Numerical
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.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11770/123265
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 9
  • ???jsp.display-item.citation.isi??? 7
social impact