Parameter estimation for convolutions and compound distributions (Q1068483)
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scientific article; zbMATH DE number 3932190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for convolutions and compound distributions |
scientific article; zbMATH DE number 3932190 |
Statements
Parameter estimation for convolutions and compound distributions (English)
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1986
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In this paper, we consider estimating the parameters of convolutions and compound distributions using their components. We show that the component estimators of variance are always at least as efficient as direct estimators, and investigate the effects of changes in the components upon their relative efficiency.
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convolutions
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compound distributions
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component estimators of variance
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relative efficiency
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0.9009521
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0.89213246
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0.8865914
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0.87887216
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0.8767011
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0.8729602
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