Generalized variance estimators in the multivariate gamma models

DOI10.3103/S1066530708010055MaRDI QIDQ1019527zbMATH OpenOpenAlexFDO

Authors Philippe Bernardoff, Célestin C. Kokonendji, Bénédicte Puig

Publication date 2 June 2009

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066530708010055

zbMATH Keywords

maximum likelihood estimatornatural exponential familyUMVU estimatordiagonal variance function

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 3278469 (Why is no real title available?)
• A construction of the UMVU estimator for simple quadratic natural exponential families
• Comparing UMVU and ML estimators of the generalized variance for natural exponential families
• Exponential families of mixed Poisson distributions
• Natural exponential families with quadratic variance functions
• On the determinant of the second derivative of a Laplace transform
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• The diagonal multivariate natural exponential families and their classification
• Which multivariate gamma distributions are infinitely divisible?

Cited in

(13)

• Towards a \(\Delta\)-Gamma Sato multivariate model
• Approximation to UMVU estimators of the gamma distribution
• Characterization of multinomial exponential families by generalized variance
• On normal stable Tweedie models and power-generalized variance functions of only one component
• scientific article; zbMATH DE number 6811494 (Why is no real title available?)
• Generalized variance estimations of normal-Poisson models
• A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
• Generalized variance functions for infinitely divisible mixture distributions
• Construction of multivariate dispersion models
• Estimators of the generalized variance for nonnormal exponential families
• Use of a Generalized Multivariate Gamma Distribution Based on Copula Functions in the Average Bioequivalence
• On the Monge-Ampère equation for characterizing gamma-Gaussian model
• scientific article; zbMATH DE number 1959649 (Why is no real title available?)

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