Umvu estimation for covariances and first product moments of transformed variables

DOI10.1080/03610928308828559zbMath0569.62045OpenAlexW1977822035MaRDI QIDQ3685851

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/10.1080/03610928308828559

zbMATH Keywords

covariancebivariate normal distributionindependent samplesUMVU estimatorsrecursive transformationfirst product moments

Mathematics Subject Classification ID

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

Related Items (3)

Covariances between umvu estimators for means of transformed variables ⋮ Confidence interval estimation for lognormal data with application to health economics ⋮ Unbiased estimation of the autocovariance function in a stationary generalized lognormal process

Cites Work

• Correction for Bias Introduced by a Transformation of Variables
• On umvu estimators for the multivariate lognormal distribution and their variances
• The Estimation of Variances After Using a Gaussianating Transformation

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