Publicação
Closed Form Estimators for the Hyperbolic Inverse Gaussian Distribution: Accepted October 2025
| Resumo: | The first known closed form estimators for the hyperbolic inverse Gaussian distribution are proposed. A moment based approach is used to obtain the estimators. Large sample properties of the proposed estimators are derived. A simulation study shows that the finite sample performances of proposed and maximum likelihood estimators are almost identical. |
|---|---|
| Autores principais: | Nawa, Victor |
| Outros Autores: | Nadarajah, Saralees; Nadarajah, Saraleesan |
| Assunto: | covariance Bessel functions variance |
| Ano: | 2025 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | unknown |
| Instituição associada: | Instituto Nacional de Estatística |
| Idioma: | inglês |
| Origem: | REVSTAT-Statistical Journal |
| Resumo: | The first known closed form estimators for the hyperbolic inverse Gaussian distribution are proposed. A moment based approach is used to obtain the estimators. Large sample properties of the proposed estimators are derived. A simulation study shows that the finite sample performances of proposed and maximum likelihood estimators are almost identical. |
|---|