Some asymptotic results in the multivariate lognormal estimation theory
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Publication:3685833
DOI10.1080/03610928308828568zbMATH Open0569.62022OpenAlexW2021934093MaRDI QIDQ3685833FDOQ3685833
Authors: Manabu Suzuki
Publication date: 1983
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928308828568
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Cites Work
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- Some Non-Central Distribution Problems in Multivariate Analysis
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- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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- Expressions for some hypergeometric functions of matrix argument with applications
- On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
- Uniformly minimum variance unbiased estimation in lognormal and related distributions
Cited In (8)
- Robust Estimators for the Parameters of Multivariate Lognormal Distribution
- Unbiased estimates for a lognormal regression problem and a nonparametric alternative
- Some Inferential Problems from Log Student’s T-distribution and its Multivariate Extension
- Covariances between umvu estimators for means of transformed variables
- Title not available (Why is that?)
- Expansions for log densities of multivariate estimates
- Improved Estimation in Lognormal Models
- Title not available (Why is that?)
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