Multivariate gamma distributions-properties and shape estimation

DOI10.1080/02331888908802197MaRDI QIDQ3833439zbMATH OpenOpenAlexFDO

Authors Joanna Tyrcha, Teresa Kowalczyk

Publication date 1989

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888908802197

zbMATH Keywords

asymptotic normalitygeneration of pseudorandom numbersiterative proceduremaximum likelihood estimatorsmodemoment estimatorsmultivariate gamma distributionspositively quadrant dependenceshape parametersimulationskewness

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

• Aids for Fitting the Gamma Distribution by Maximum Likelihood
• Association of Random Variables, with Applications
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Estimating the Parameters of a Truncated Gamma Distribution
• Generalized association, with applications in multivariate statistics
• Order Statistics from the Gamma Distribution

Cited in

(9)

• A form of multivariate gamma distribution
• A combined adaptive-mixtures/plug-in estimator of multivariate probability densities
• Multivariate gamma distributions
• scientific article; zbMATH DE number 426244 (Why is no real title available?)
• scientific article; zbMATH DE number 3936260 (Why is no real title available?)
• Mvu estimation in a shifted gamma distribution with shape parameter a known integer
• scientific article; zbMATH DE number 1445584 (Why is no real title available?)
• Generalized Laguerre expansions of multivariate probability densities with moments
• Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors

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