On the asymptotic efficiency of moment and maximum likelihood estimators in the three-parameter inverse gaussian distribution |
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| Authors: | G Jones R.C.H. Cheng |
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| Affiliation: | City of London Polytechnic , U.K, London |
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| Abstract: | The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected. |
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| Keywords: | moment estimators maximum likelihood estimators asymptotic efficiency |
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