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Closed form estimators for a multivariate gamma distribution.

Authors :
Nawa, Victor Mooto
Nadarajah, Saralees
Source :
Statistics. Apr2023, Vol. 57 Issue 2, p482-495. 14p.
Publication Year :
2023

Abstract

Nawa and Nadarajah [Statistics, 2023, doi: ] 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02331888
Volume :
57
Issue :
2
Database :
Academic Search Index
Journal :
Statistics
Publication Type :
Academic Journal
Accession number :
163409907
Full Text :
https://doi.org/10.1080/02331888.2023.2183204