On umvu estimators for the multivariate lognormal distribution and their variances

DOI10.1080/03610928208828262zbMath0523.62050OpenAlexW2093192519MaRDI QIDQ3673877

Kunio Shimizu, Manabu Suzuki, Kōsei Iwase

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03610928208828262

zbMATH Keywords

variancesuniformly minimum variance unbiased estimatorsUMVU estimatorshypergeometric functions of matrix argumentsmultivariate lognormal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Related Items (3)

Bounded influence estimators for multivariate lognormal distributions ⋮ A different kind of effect size based on samples from two populations with delta log-skew-normal distributions ⋮ Umvu estimation for covariances and first product moments of transformed variables

Cites Work

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• Correction for Bias Introduced by a Transformation of Variables
• Variance of the MVUE for Lognormal Variance

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