On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution

• Autorzy: A. Zaigraev , A. Podraza-Karakulska
• Języki publikacji: EN

Abstrakty

EN

The maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution, proposed by the authors [Statist. Probab. Lett. 78 (2008)], is considered. The asymptotics of the mean square error of this estimator, with respect to that of the usual maximum likelihood estimator, is established.

Kategorie tematyczne

• 33B15: Gamma, beta and polygamma functions
• 62F12: Asymptotic properties of estimators
• 62F10: Point estimation

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2008
• Tom: 35
• Numer: 1
• Strony: 33-47

Daty

wydano

2008

Twórcy

autor

A. Zaigraev

• Faculty of Mathematics and Computer Science, Nicolaus Copernicus University of Toruń, Chopina 12/18, 87-100 Toruń, Poland

autor

A. Podraza-Karakulska

• Faculty of Mathematics and Computer Science, Nicolaus Copernicus University of Toruń, Chopina 12/18, 87-100 Toruń, Poland

Identyfikatory

DOI

10.4064/am35-1-2