On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution
A. Zaigraev ; A. Podraza-Karakulska
Applicationes Mathematicae, Tome 35 (2008), p. 33-47 / Harvested from The Polish Digital Mathematics Library
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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.

Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:279893 
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     title = {On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution},
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     year = {2008},
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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) pp. 33-47. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am35-1-2/