On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution

A. Zaigraev, and A. Podraza-Karakulska. "On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution." Applicationes Mathematicae 35.1 (2008): 33-47. <http://eudml.org/doc/279893>.

@article{A2008,
abstract = {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.},
author = {A. Zaigraev, A. Podraza-Karakulska},
journal = {Applicationes Mathematicae},
keywords = {gamma distribution; maximum likelihood estimator; maximum likelihood scale invariant estimator; mean square error; psi function},
language = {eng},
number = {1},
pages = {33-47},
title = {On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution},
url = {http://eudml.org/doc/279893},
volume = {35},
year = {2008},
}

TY - JOUR
AU - A. Zaigraev
AU - A. Podraza-Karakulska
TI - On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution
JO - Applicationes Mathematicae
PY - 2008
VL - 35
IS - 1
SP - 33
EP - 47
AB - 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.
LA - eng
KW - gamma distribution; maximum likelihood estimator; maximum likelihood scale invariant estimator; mean square error; psi function
UR - http://eudml.org/doc/279893
ER -