MLEce (Q89617)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Asymptotic Efficient Closed-Form Estimators for Multivariate Distributions
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | MLEce |
Asymptotic Efficient Closed-Form Estimators for Multivariate Distributions |
Statements
27 September 2023
0 references
Asymptotic efficient closed-form estimators (MLEces) are provided in this package for three multivariate distributions(gamma, Weibull and Dirichlet) whose maximum likelihood estimators (MLEs) are not in closed forms. Closed-form estimators are strong consistent, and have the similar asymptotic normal distribution like MLEs. But the calculation of MLEces are much faster than the corresponding MLEs. Further details and explanations of MLEces can be found in. Jang, et al. (2023) <doi:10.1111/stan.12299>. Kim, et al. (2023) <doi:10.1080/03610926.2023.2179880>.
0 references
Yu-Kwang Kim
0 references
Yu-Hyeong Jang
0 references
Jae Ho Chang
0 references
Sang Kyu Lee
0 references
Hyoung-Moon Kim
0 references
