New closed‐form efficient estimator for multivariate gamma distribution

DOI10.1111/stan.12299MaRDI QIDQ6068088

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Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatorstate-space modelclosed-form estimatorreal-time processing model\(\sqrt{n}\)-consistent estimator

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Multivariate analysis (62Hxx)

Cites Work

• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
• A form of multivariate gamma distribution
• New closed-form estimator and its properties
• New closed-form estimators for weighted Lindley distribution
• Closed-form and bias-corrected estimators for the bivariate gamma distribution
• Closed-form estimators and bias-corrected estimators for the Nakagami distribution
• New closed form estimators for a bivariate gamma distribution
• Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations
• Closed form estimators for a multivariate gamma distribution
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