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Moment-type estimators for a weighted exponential family

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  • Roberto Vila
  • Helton Saulo

Abstract

In this article, we propose and study closed-form moment-type estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators using bootstrap techniques. The estimators are evaluated using Monte Carlo simulation. This shows favorable results for the proposed bootstrap bias-reduced estimators. We illustrate the proposed methodology using two real-world datasets.

Suggested Citation

  • Roberto Vila & Helton Saulo, 2026. "Moment-type estimators for a weighted exponential family," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 55(1), pages 237-252, January.
    • Handle: RePEc:taf:lstaxx:v:55:y:2026:i:1:p:237-252
    DOI: 10.1080/03610926.2025.2492840
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