Unbiased estimation for a multivariate exponential whose components have a common shift

DOI10.1006/JMVA.1997.1695MaRDI QIDQ1375108zbMATH OpenOpenAlexFDO

Authors Laurent Bordes, Vassilly. Voinov, Mikhail Nikulin

Publication date 25 June 1998

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1695

zbMATH Keywords

tableschi-square testconditional limit theoremUMVUEsufficient statisticscaleshiftunbiased estimatorsuniform minimum variance unbiased estimatorchi-square goodness of fit testmultivariate exponential model

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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• A General Concept of Unbiasedness
• A Multivariate Exponential Distribution
• Asymptotic efficiency of minimum variance unbiased estimators
• Chi-Square Test for Continuous Distributions with Shift and Scale Parameters
• Multivariate exponential distributions based on hierarchical successive damage
• Range Preserving Unbiased Estimators in the Multinomial Case
• The Theory of Unbiased Estimation
• Unbiased Estimation of Some Multivariate Probability Densities and Related Functions
• Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test

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(5)

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• Estimation method of multivariate exponential probabilities based on a simplex coordinates transform
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• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure

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