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On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution
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
Applicationes Mathematicae, Tome 35 (2008) no. 1, pp. 33-47 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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

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