{"title":"二元分布的新闭形式估计","authors":"Victor Mooto Nawa, S. Nadarajah","doi":"10.1080/02331888.2023.2168004","DOIUrl":null,"url":null,"abstract":"Motivated by Zhao, Jang and Kim [Journal of Multivariate Analysis, 191, 2022, article number 105109], we propose new closed form estimators for a bivariate gamma distribution. The new estimators are simpler. In addition, they can have smaller asymptotic variances and smaller asymptotic covariances compared to Zhao et al.'s estimators and method of moments estimators. The new estimators can also perform better in real-data applications.","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"5 1","pages":"150 - 160"},"PeriodicalIF":1.2000,"publicationDate":"2023-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"New closed form estimators for a bivariate gamma distribution\",\"authors\":\"Victor Mooto Nawa, S. Nadarajah\",\"doi\":\"10.1080/02331888.2023.2168004\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Motivated by Zhao, Jang and Kim [Journal of Multivariate Analysis, 191, 2022, article number 105109], we propose new closed form estimators for a bivariate gamma distribution. The new estimators are simpler. In addition, they can have smaller asymptotic variances and smaller asymptotic covariances compared to Zhao et al.'s estimators and method of moments estimators. The new estimators can also perform better in real-data applications.\",\"PeriodicalId\":54358,\"journal\":{\"name\":\"Statistics\",\"volume\":\"5 1\",\"pages\":\"150 - 160\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2023-01-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/02331888.2023.2168004\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/02331888.2023.2168004","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 5
摘要
受Zhao, Jang和Kim [Journal of Multivariate Analysis, 1982,2022, article number 105109]的启发,我们提出了一种新的二元gamma分布的封闭形式估计。新的估算器更简单。此外,与Zhao等人的估计量和矩量估计量方法相比,它们可以具有较小的渐近方差和渐近协方差。新的估计器在实际数据应用中也有更好的表现。
New closed form estimators for a bivariate gamma distribution
Motivated by Zhao, Jang and Kim [Journal of Multivariate Analysis, 191, 2022, article number 105109], we propose new closed form estimators for a bivariate gamma distribution. The new estimators are simpler. In addition, they can have smaller asymptotic variances and smaller asymptotic covariances compared to Zhao et al.'s estimators and method of moments estimators. The new estimators can also perform better in real-data applications.
期刊介绍:
Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.