Generalized variance estimators in the multivariate gamma models
نویسندگان
چکیده
منابع مشابه
Generalized variance estimators in the multivariate gamma models
It has been shown that the uniformly minimum variance unbiased (UMVU) estimator of the generalized variance always exists for any natural exponential family. In practice, however, this estimator is often di¢ cult to obtain. This paper explicitly identi es the results in complete bivariate and symmetric multivariate gamma models, which are diagonal quadratic exponential families. For the non-ind...
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ژورنال
عنوان ژورنال: Mathematical Methods of Statistics
سال: 2008
ISSN: 1066-5307,1934-8045
DOI: 10.3103/s1066530708010055