Covariances between umvu estimators for means of transformed variables

DOI10.1080/03610928308828619zbMath0555.62045OpenAlexW2075344656MaRDI QIDQ3218938

Kunio Shimizu

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828619

zbMATH Keywords

hypergeometric functionssecond order differential equationbivariate lognormalbivariate normalcovariances between uniformly minimum variance unbiased estimatorsmeans of transformed variablesrecursive transformationsemi-lognormal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Cites Work

• Correction for Bias Introduced by a Transformation of Variables
• Umvu estimation for covariances and first product moments of transformed variables
• Variance of the MVUE for Lognormal Variance
• Uniformly minimum variance unbiased estimation in lognormal and related distributions

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