Kokonendji, Célestin C. and Nisa, Khoirin (2016) Generalized Variance Estimations of Normal-Poisson Models. Springer, Swiss.

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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
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

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