Multivariate gamma distributions-properties and shape estimation

DOI10.1080/02331888908802197zbMath0677.62047OpenAlexW1989735850MaRDI QIDQ3833439

Joanna Tyrcha, Teresa Kowalczyk

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802197

zbMATH Keywords

iterative proceduresimulationasymptotic normalityskewnessmaximum likelihood estimatorsshape parametermodemoment estimatorsmultivariate gamma distributionspositively quadrant dependencegeneration of pseudorandom numbers

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items (3)

A combined adaptive-mixtures/plug-in estimator of multivariate probability densities ⋮ Generalized Laguerre expansions of multivariate probability densities with moments ⋮ A form of multivariate gamma distribution

Cites Work

• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Generalized association, with applications in multivariate statistics
• Estimating the Parameters of a Truncated Gamma Distribution
• Aids for Fitting the Gamma Distribution by Maximum Likelihood
• Association of Random Variables, with Applications
• Order Statistics from the Gamma Distribution

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