Efficient Estimation of Parameters of the Negative Binomial Distribution

Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2006. Efficient Estimation of Parameters of the Negative Binomial Distribution. Communications in Statistics - Theory and Methods 35 (5) , pp. 767-783. 10.1080/03610920500501346

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Abstract

In this article we investigate a class of moment-based estimators, called power method estimators, which can be almost as efficient as maximum likelihood estimators and achieve a lower asymptotic variance than the standard zero term method and method of moments estimators. We investigate different methods of implementing the power method in practice and examine the robustness and efficiency of the power method estimators.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Uncontrolled Keywords:	Efficiency of estimators, Estimating parameters, Maximum likelihood method, Method of moments, Negative binomial distribution
Publisher:	Taylor & Francis
ISSN:	0361-0926
Last Modified:	24 Oct 2022 10:50
URI:	https://orca.cardiff.ac.uk/id/eprint/46076

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