Geodesic
On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution
A. Zaigraev1 ; A. Podraza-Karakulska1
1 Faculty of Mathematics and Computer Science Nicolaus Copernicus University of Toru/n Chopina 12/18 87-100 Toru/n, Poland
Applicationes Mathematicae, Tome 35 (2008) no. 1, pp. 33-47.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution, proposed by the authors [Statist. Probab. Lett. 78 (2008)], is considered. The asymptotics of the mean square error of this estimator, with respect to that of the usual maximum likelihood estimator, is established.
DOI : 10.4064/am35-1-2
Keywords: maximum likelihood scale invariant estimator shape parameter gamma distribution proposed authors statist probab lett considered asymptotics mean square error estimator respect usual maximum likelihood estimator established

A. Zaigraev 1 ; A. Podraza-Karakulska 1

1 Faculty of Mathematics and Computer Science Nicolaus Copernicus University of Toru/n Chopina 12/18 87-100 Toru/n, Poland 
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A. Zaigraev; A. Podraza-Karakulska. On asymptotics of the maximum likelihood
 scale invariant estimator of the shape
 parameter of the gamma distribution. Applicationes Mathematicae, Tome 35 (2008) no. 1, pp. 33-47. doi : 10.4064/am35-1-2. http://geodesic.mathdoc.fr/articles/10.4064/am35-1-2/

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