On the asymptotic efficiency of moment and maximum likelihood estimators in the three-parameter inverse gaussian distribution
G Jones, Russell C. H. Cheng
Abstract
G Jones, Russell C. H. Cheng
Abstract
The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected.
OpenAlex reports 8 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected.
Key concepts: Estimator, Mathematics, Moment (physics), Asymptotic distribution, Applied mathematics, Maximum likelihood, Inverse Gaussian distribution, Efficiency