Moment-type estimators for a weighted exponential family

Roberto Vila and Helton Saulo

Communications in Statistics - Theory and Methods, 2026, vol. 55, issue 1, 237-252

Abstract: In this article, we propose and study closed-form moment-type estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators using bootstrap techniques. The estimators are evaluated using Monte Carlo simulation. This shows favorable results for the proposed bootstrap bias-reduced estimators. We illustrate the proposed methodology using two real-world datasets.

Date: 2026
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DOI: 10.1080/03610926.2025.2492840

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