Kokonendji, Célestin C. and Nisa, Khoirin (2016) Generalized Variance Estimations of Normal-Poisson Models. Springer, Swiss.
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Abstract
This chapter presents three estimations of generalized variance (i.e., determinant of covariance matrix) of normal-Poisson models: maximum likelihood (ML) estimator, uniformly minimum variance unbiased (UMVU) estimator, and Bayesian estimator. First, the definition and some properties of normal-Poisson models are established. Then ML, UMVU, and Bayesian estimators for generalized variance are derived. Finally, a simulation study is carried out to assess the performance of the estimators based on their mean square error (MSE).
Item Type: | Book |
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Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Prodi Matematika |
Depositing User: | DR. KHOIRIN NISA |
Date Deposited: | 27 Mar 2018 04:47 |
Last Modified: | 27 Mar 2018 04:47 |
URI: | http://repository.lppm.unila.ac.id/id/eprint/6618 |
Available Versions of this Item
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Generalized Variance Estimations
of Normal-Poisson Models. (deposited 29 May 2017 06:36)
- ANALISIS DISKRIMINAN LINIER ROBUST MENGGUNAKAN METODE VOLUME ELLIPSOID MINIMUM. (deposited 27 Mar 2018 04:45)
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Generalized Variance Estimations
of Normal-Poisson Models. (deposited 30 May 2017 01:35)
- Generalized Variance Estimations of Normal-Poisson Models. (deposited 27 Mar 2018 04:47) [Currently Displayed]
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