A construction of the UMVU estimator for simple quadratic natural exponential families

DOI10.1016/S0047-259X(02)00063-5zbMath1027.62040MaRDI QIDQ1400005

Denys Pommeret

Publication date: 30 July 2003

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

zbMATH Keywords

multivariate polynomialsuniformly minimum variance unbiased estimatorBhattacharyya boundssimple quadratic natural exponential families

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (1)

Generalized variance estimators in the multivariate gamma models

Cites Work

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• Diagonality of the Bhattacharyya Matrix As a Characterization
• Some Classes of Orthogonal Polynomials Associated with Martingales
• The convergence of Bhattacharyya bounds
• Some characterizations based on the Bhattacharya matrix
• On the Variance of Estimates
• Estimation of \(P[X\leq Y\) in the negative binomial distribution]

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