Closed form estimators for a multivariate gamma distribution. Issue 2 (4th March 2023)

• Record Type: Journal Article
• Authors: Nawa, Victor Mooto; Nadarajah, Saralees
• Is Part Of: Statistics. Volume 57:Issue 2(2023)
• Page Start: 482
• Page End: 495
• Publication Date: 2023-03-04
• Subjects: Covariance -- digamma function -- trigamma function -- variance; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2023.2183204
• Languages: English
• ISSNs: 0233-1888

Abstract

Abstract : Nawa and Nadarajah [Statistics, 2023, doi: 10.1080/02331888.2023.2168004 ] proposed closed form estimators for a bivariate gamma distribution. But these estimators do not have a direct multivariate extension. In this paper, we propose alternative closed form estimators with direct extensions to the trivariate and multivariate cases. These estimators can have smaller asymptotic variances and smaller asymptotic covariances compared to Zhao et al.'s estimators, method of moments estimators and Nawa and Nadarajah's estimators.