Kokonendji, Célestin C. and Nisa, Khoirin (2006) 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 |
|---|---|
| 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: | 29 May 2017 06:36 |
| Last Modified: | 29 May 2017 06:36 |
| URI: | http://repository.lppm.unila.ac.id/id/eprint/1830 |
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