Comparing UMVU and ML estimators of the generalized variance for natural exponential families

DOI10.1080/02331880701442700zbMath1128.62068OpenAlexW2054099649MaRDI QIDQ5441025

Célestin C. Kokonendji, Denys Pommeret

Publication date: 7 February 2008

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701442700

zbMATH Keywords

inverse Gaussian distributionWishart distributiongeneralized variance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation ⋮ On the UMVU estimator for the generalized variance of the multinomial family ⋮ A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property ⋮ On the Monge-Ampère equation for characterizing gamma-Gaussian model ⋮ Unnamed Item ⋮ Fisher dispersion index for multivariate count distributions: a review and a new proposal ⋮ Characterization of multinomial exponential families by generalized variance ⋮ On normal stable Tweedie models and power-generalized variance functions of only one component ⋮ Generalized variance estimators in the multivariate gamma models ⋮ Trace of the Variance-Covariance Matrix in Natural Exponential Families

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