Representation of Certain Covariance Matrices with Application to Asymptotic Efficiency

DOI10.2307/2287060zbMath0464.62024OpenAlexW4248230646MaRDI QIDQ3915807

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Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287060

zbMATH Keywords

gamma distributionefficiency of equationsmaximum likelihood modifiedrepresentation of covariance matricessecond-order properties of estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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Comments on two papers concerning estimation of the parameters of the Pareto distribution in the presence of outliers ⋮ Empirical probability generating function. An overview ⋮ Estimation of parameters of a right truncated exponential distribution ⋮ On statistical transform methods and their efficiency

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