Closed-form estimators for an exponential family derived from likelihood equations
Roberto Vila, Eduardo Yoshio Nakano, Helton Saulo · arXiv (Cornell University) · 2024
In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte Carlo simulation is performed for the assessment of the estimators. The results are seen to be quite favorable to the proposed bootstrap bias-reduce estimators.