Estimators for a Class of Power Series Families

Estimators for a Class of Power Series Families

We give estimators with bias exponentially small as the sample size increases for a broad class of multivariate power series families for lattice random variables. Examples include the Poisson, multinomial and negative multinomial distributions. Their use is illustrated by simulations and a real dat...

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Veröffentlicht in:JOURNAL OF THE JAPAN STATISTICAL SOCIETY 2016/04/28, Vol.45(2), pp.145-162
Hauptverfasser: Withers, Christopher S., Nadarajah, Saralees
Format: Artikel
Sprache:eng
Schlagworte:
Multinomial distribution
negative multinomial distribution
simulation
unbiased estimator
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Beschreibung
Zusammenfassung:We give estimators with bias exponentially small as the sample size increases for a broad class of multivariate power series families for lattice random variables. Examples include the Poisson, multinomial and negative multinomial distributions. Their use is illustrated by simulations and a real data application.
ISSN:1882-2754
1348-6365
DOI:10.14490/jjss.45.145