A score-adjusted approach to closed-form estimators for the gamma and beta distributions

DOI10.1007/S42081-019-00071-XMaRDI QIDQ830259zbMATH OpenOpenAlexFDO

Authors Hiromasa Tamae, Kaoru Irie, Tatsuya Kubokawa

Publication date 7 May 2021

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42081-019-00071-x

zbMATH Keywords

maximum likelihoodbeta distributiongamma distributionasymptotic variancescore functiontrigamma function

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• scientific article; zbMATH DE number 2119080 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations
• Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations
• Constructing elementary procedures for inference of the gamma distribution
• Small sample comparison of estimation methods for the beta distribution

Cited in

(12)

• Closed form estimators for a bivariate beta distribution
• Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions
• Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations
• Novel closed-form point estimators for a weighted exponential family derived from likelihood equations
• Novel closed-form point estimators for the beta distribution
• New closed-form estimator and its properties
• New closed form estimators for a bivariate gamma distribution
• Closed form estimators for a multivariate gamma distribution
• Closed-form estimators for multivariate regressions models: a single categorical variable approach
• Moment-type estimators for a weighted exponential family
• Closed-form estimator for the matrix-variate gamma distribution
• Moment-type estimators for the Dirichlet and the multivariate gamma distributions

Describes a project that uses

Uses Software

• Ox

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