The conditional maximum likelihood estimator of the shape parameter in the gamma distribution

DOI10.1007/BF02613299zbMath0638.62029MaRDI QIDQ1099528

B. George

Publication date: 1988

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176172

zbMATH Keywords

consistencybiasgamma distributionconditional inferenceshape parameterconditional maximum likelihood estimatorresidual likelihoodfinite sample sizeSimulation studiesrisk comparisons

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (9)

Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model ⋮ Simulation-assisted saddlepoint approximation ⋮ On second-order admissibilities of the estimators of gamma shape vector ⋮ Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale ⋮ Constructing elementary procedures for inference of the gamma distribution ⋮ Estimating a model through the conditional MLE ⋮ Reducing bias of the maximum likelihood estimator of shape parameter for the gamma distribution ⋮ On second-order improved estimation of a gamma scale parameter ⋮ On improved estimation of a gamma shape parameter

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