Moment-type estimation from grouped samples

Piotr Bolesław Nowak

Statistics & Probability Letters, 2019, vol. 149, issue C, 80-85

Abstract: The M-estimators for distribution parameters under grouped data are defined. These estimators are compared in terms of asymptotic variance to MLE’s. We show that these estimators are the same as the MLE’s in the case of exponential families. Moreover, the obtained results are illustrated by examples jointly with simulation study.

Keywords: Grouped data; Exponential family; M-estimator (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.010

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