Estimation of the rate parameter of the probability distribution on the regression setup

2023/11/06 by Jiwoong Kim, Kim, Jiwoong
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2311.02858

openalex publication_date 2023/11/06 · openalex created_date 2023/11/08 · openalex updated_date 2026/08/01

Abstract

When the rate parameter of the exponential distribution is associated with predictors, then the main interest will be how to estimate the regression parameter. In this paper, we will investigate how to estimate the parameter on the regression setup of the exponential distribution. To that end, we propose a new estimator, and its asymptotic properties will be discussed.

Related

• Robust and Efficient Estimation for Count Data Using L2 Optimization
• An expectation-maximization algorithm for estimating the parameters of the correlated binomial distribution
• Robust estimation of parameters in logistic regression via solving the Cramer-von Mises type L2 optimization problem
• Best lower bound on the probability of a binomial exceeding its expectation
• Exact Computation of Minimum Sample Size for Estimation of Binomial Parameters