Summary
Consider a truncated exponential family of absolutely continuous distributions with natural parameter θ and truncation parameter γ. Strong consistency and asymptotic normality are shown to hold for the maximum likelihood and maximum conditional likelihood estimates of θ with γ unknown. Moreover, these two estimates are also shown to have the same limiting distribution, coinciding with that of the maximum likelihood estimate for θ when γ is assumed to be known.
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Bar-Lev, S.K. Large sample properties of the mle and mcle for the natural parameter of a truncated exponential family. Ann Inst Stat Math 36, 217–222 (1984). https://doi.org/10.1007/BF02481966
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DOI: https://doi.org/10.1007/BF02481966