Some asymptotic results in the multivariate lognormal estimation theory

DOI10.1080/03610928308828568MaRDI QIDQ3685833zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic expansionmean squared errormaximum likelihood estimatorzonal polynomialsuniformly minimum variance unbiased estimatorm-variate lognormal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Recommendations

• scientific article; zbMATH DE number 3958459
• Improved Estimation in Lognormal Models
• Estimation of parameters of a lognormal distribution
• Bounded influence estimators for multivariate lognormal distributions
• A precise estimator for the log-normal mean

Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3133146 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Expressions for some hypergeometric functions of matrix argument with applications
• On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
• Some Non-Central Distribution Problems in Multivariate Analysis
• 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
• Covariances between umvu estimators for means of transformed variables
• Some Inferential Problems from Log Student’s T-distribution and its Multivariate Extension
• scientific article; zbMATH DE number 3958459 (Why is no real title available?)
• Expansions for log densities of multivariate estimates
• scientific article; zbMATH DE number 6117333 (Why is no real title available?)
• Improved Estimation in Lognormal Models

This page was built for publication: Some asymptotic results in the multivariate lognormal estimation theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3685833)