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IMPROVING BAYESIAN ESTIMATION OF THE END POINT OF A DISTRIBUTION

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Bayesian estimation of the end point of a distribution is proposed and examined. For this problem, it is well known that the maximum likelihood method does not work well. By modifying the prior density in Hall and Wang (2005) and applying marginal inference, we derive estimators superior to existing ones. The proposed estimators are closely related to the estimating functions which are known to outperform maximum likelihood equations. Another advantage of the proposed method is to resolve the convergence problem. Our simulation results strongly support the superiority of the proposed estimators over the existing ones under the mean squared error. Illustrative examples are also given.

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詳細情報

  • CRID
    1390001204414953216
  • NII論文ID
    110007502780
  • NII書誌ID
    AA10823693
  • DOI
    10.5183/jjscs.22.1_79
  • ISSN
    18811337
    09152350
  • 本文言語コード
    en
  • データソース種別
    • JaLC
    • Crossref
    • CiNii Articles

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