Search

Your search keyword '"Mean squared error"' showing total 1 results
Start Over "Mean squared error" Search Limiters Peer Reviewed Topic parameter estimation Publication Year Range More than 50 years ago

Refine your results

1 results on '"Mean squared error"'

1. PARAMETER ESTIMATION FOR A MULTIVARIATE EXPONENTIAL DISTRIBUTION.

Author

Arnold, Barry C.

Subjects
MULTIVARIATE analysis, DISTRIBUTION (Probability theory), PARAMETER estimation, ESTIMATION theory, MATHEMATICAL statistics, ESTIMATES
Abstract

Simple consistent estimates are derived for the parameters of a multivariate exponential distribution. The mean squared error of the estimates is computed, and a lower bound for their efficiency is derived. A precise lower bound for the efficiency is computed in the bivariate case. It does not seem feasible to compute the efficiency precisely in the multivariate case. Some attention is given to the behavior of the estimates when observations are rounded prior to analysis. [ABSTRACT FROM AUTHOR]

Published
1968
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results