多元伽玛分布的封闭形式估计量

IF 1.2 4区数学 Q2 STATISTICS & PROBABILITY Statistics Pub Date : 2023-02-28 DOI:10.1080/02331888.2023.2183204

Victor Mooto Nawa, S. Nadarajah

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引用次数: 2

摘要

Nawa和Nadarajah[统计，2023,doi: 10.1080/02331888.2023.2168004]提出了二元伽玛分布的封闭形式估计。但是这些估计量没有直接的多元扩展。在本文中，我们提出了对三元和多元情况的直接扩展的替代闭形式估计量。与Zhao等人的估计量、矩量方法估计量以及Nawa和Nadarajah的估计量相比，这些估计量可以具有更小的渐近方差和渐近协方差。

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Closed form estimators for a multivariate gamma distribution

Nawa and Nadarajah [Statistics, 2023, doi: 10.1080/02331888.2023.2168004] proposed closed form estimators for a bivariate gamma distribution. But these estimators do not have a direct multivariate extension. In this paper, we propose alternative closed form estimators with direct extensions to the trivariate and multivariate cases. These estimators can have smaller asymptotic variances and smaller asymptotic covariances compared to Zhao et al.'s estimators, method of moments estimators and Nawa and Nadarajah's estimators.

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来源期刊

Statistics 数学-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 months

期刊介绍： Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.