Unbiased estimation for a multivariate exponential whose components have a common shift

DOI10.1006/jmva.1997.1695zbMath0891.62039OpenAlexW2034088580MaRDI QIDQ1375108

Vassily Voinov, Laurent Bordes, Mikhail S. Nikulin

Publication date: 25 June 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1695

zbMATH Keywords

tablesshiftchi-square testunbiased estimatorssufficient statisticUMVUEconditional limit theoremscaleuniform minimum variance unbiased estimatorchi-square goodness of fit testmultivariate exponential model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10)

Related Items (1)

Estimation of ordered scale parameters of two exponential distributions with a common guarantee time

Cites Work

• Asymptotic efficiency of minimum variance unbiased estimators
• Range Preserving Unbiased Estimators in the Multinomial Case
• Chi-Square Test for Continuous Distributions with Shift and Scale Parameters
• Multivariate exponential distributions based on hierarchical successive damage
• A Multivariate Exponential Distribution
• Unbiased Estimation of Some Multivariate Probability Densities and Related Functions
• A General Concept of Unbiasedness
• The Theory of Unbiased Estimation
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