{"title":"Dirichlet分布和多元伽玛分布的矩型估计","authors":"Ioannis Oikonomidis, Samis Trevezas","doi":"arxiv-2311.15025","DOIUrl":null,"url":null,"abstract":"This study presents new closed-form estimators for the Dirichlet and the\nMultivariate Gamma distribution families, whose maximum likelihood estimator\ncannot be explicitly derived. The methodology builds upon the score-adjusted\nestimators for the Beta and Gamma distributions, extending their applicability\nto the Dirichlet and Multivariate Gamma distributions. Expressions for the\nasymptotic variance-covariance matrices are provided, demonstrating the\nsuperior performance of score-adjusted estimators over the traditional moment\nones. Leveraging well-established connections between Dirichlet and\nMultivariate Gamma distributions, a novel class of estimators for the latter is\nintroduced, referred to as \"Dirichlet-based moment-type estimators\". The\ngeneral asymptotic variance-covariance matrix form for this estimator class is\nderived. To facilitate the application of these innovative estimators, an R\npackage called estimators is developed and made publicly available.","PeriodicalId":501330,"journal":{"name":"arXiv - MATH - Statistics Theory","volume":"30 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-11-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Moment-Type Estimators for the Dirichlet and the Multivariate Gamma Distributions\",\"authors\":\"Ioannis Oikonomidis, Samis Trevezas\",\"doi\":\"arxiv-2311.15025\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study presents new closed-form estimators for the Dirichlet and the\\nMultivariate Gamma distribution families, whose maximum likelihood estimator\\ncannot be explicitly derived. The methodology builds upon the score-adjusted\\nestimators for the Beta and Gamma distributions, extending their applicability\\nto the Dirichlet and Multivariate Gamma distributions. Expressions for the\\nasymptotic variance-covariance matrices are provided, demonstrating the\\nsuperior performance of score-adjusted estimators over the traditional moment\\nones. Leveraging well-established connections between Dirichlet and\\nMultivariate Gamma distributions, a novel class of estimators for the latter is\\nintroduced, referred to as \\\"Dirichlet-based moment-type estimators\\\". The\\ngeneral asymptotic variance-covariance matrix form for this estimator class is\\nderived. To facilitate the application of these innovative estimators, an R\\npackage called estimators is developed and made publicly available.\",\"PeriodicalId\":501330,\"journal\":{\"name\":\"arXiv - MATH - Statistics Theory\",\"volume\":\"30 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-11-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - MATH - Statistics Theory\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2311.15025\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - MATH - Statistics Theory","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2311.15025","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Moment-Type Estimators for the Dirichlet and the Multivariate Gamma Distributions
This study presents new closed-form estimators for the Dirichlet and the
Multivariate Gamma distribution families, whose maximum likelihood estimator
cannot be explicitly derived. The methodology builds upon the score-adjusted
estimators for the Beta and Gamma distributions, extending their applicability
to the Dirichlet and Multivariate Gamma distributions. Expressions for the
asymptotic variance-covariance matrices are provided, demonstrating the
superior performance of score-adjusted estimators over the traditional moment
ones. Leveraging well-established connections between Dirichlet and
Multivariate Gamma distributions, a novel class of estimators for the latter is
introduced, referred to as "Dirichlet-based moment-type estimators". The
general asymptotic variance-covariance matrix form for this estimator class is
derived. To facilitate the application of these innovative estimators, an R
package called estimators is developed and made publicly available.