In this article, we consider several statistical models for censored exponential data. We prove a large deviation result for the maximum likelihood estimators (MLEs) of each model, and a unique result for the posterior distributions which works well for all the cases. Finally, comparing the large deviation rate functions for MLEs and posterior distributions, we show that a typical feature fails for one model; moreover, we illustrate the relation between this fact and a well-known result for curved exponential models.
Macci, C., & Petrella, L. (2009). Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 38(15), 2435-2452.
Tipologia: | Articolo su rivista |
Citazione: | Macci, C., & Petrella, L. (2009). Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 38(15), 2435-2452. |
Lingua: | English |
Settore Scientifico Disciplinare: | Settore MAT/06 - Probabilita' e Statistica Matematica |
Revisione (peer review): | Sì, ma tipo non specificato |
Tipo: | Articolo |
Rilevanza: | Rilevanza internazionale |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1080/03610920802562764 |
Stato di pubblicazione: | Pubblicato |
Data di pubblicazione: | 2009 |
Titolo: | Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions |
Autori: | |
Autori: | Macci, C; Petrella, L |
Appare nelle tipologie: | 01 - Articolo su rivista |