On umvu estimators for the multivariate lognormal distribution and their variances

DOI10.1080/03610928208828262MaRDI QIDQ3673877zbMATH OpenOpenAlexFDO

Authors Kōsei Iwase, Kunio Shimizu, Manabu Suzuki

Publication date 1982

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928208828262

zbMATH Keywords

variancesuniformly minimum variance unbiased estimatorsUMVU estimatorshypergeometric functions of matrix argumentsmultivariate lognormal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Cites work

• scientific article; zbMATH DE number 3133146 (Why is no real title available?)
• scientific article; zbMATH DE number 3593922 (Why is no real title available?)
• Correction for Bias Introduced by a Transformation of Variables
• Variance of the MVUE for Lognormal Variance

Cited in

(3)

• Bounded influence estimators for multivariate lognormal distributions
• Umvu estimation for covariances and first product moments of transformed variables
• A different kind of effect size based on samples from two populations with delta log-skew-normal distributions

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