Nisa, Khoirin and Kokonendji, Célestin C. and Saefuddin, Asep and Wigena, Aji H. and Mangku, I Wayan (2016) Empirical Comparison of ML and UMVU Estimators of the Generalized Variance for some Normal Stable Tweedie Models: a Simulation Study. Applied Mathematical Sciences, 10 (63). pp. 3107-3118. ISSN 1314-7552

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Abstract

This paper discuss a comparison of the maximum likelihood (ML) estimator and the uniformly minimum variance unbiased (UMVU) es- timator of generalized variance for some normal stable Tweedie models through simulation study. We describe the estimation of some particular cases of multivariate NST models, i.e. normal gamma, normal Poisson and normal invers-Gaussian. The result shows that UMVU method pro- duces better estimations than ML method on small samples and they both produce similar estimations on large samples.

Item Type:	Article
Subjects:	H Social Sciences > HA Statistics
Divisions:	Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Prodi Matematika
Depositing User:	DR. KHOIRIN NISA
Date Deposited:	30 May 2017 01:57
Last Modified:	30 May 2017 01:57
URI:	http://repository.lppm.unila.ac.id/id/eprint/1950

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