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

DOI10.1007/S42081-019-00071-XzbMATH Open1466.62265OpenAlexW3000588709MaRDI QIDQ830259FDOQ830259

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

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zbMATH Keywords

maximum likelihoodbeta distributiongamma distributionasymptotic variancescore functiontrigamma function

Mathematics Subject Classification ID

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

Cites Work

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• Small sample comparison of estimation methods for the beta distribution
• Constructing elementary procedures for inference of the gamma distribution
• 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

Cited In (5)

• 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
• New closed form estimators for a bivariate gamma distribution
• Closed form estimators for a multivariate gamma distribution
• Closed form estimators for a bivariate beta distribution

Uses Software

• Ox

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