Asymptotic Efficient Closed-Form Estimators for Multivariate Distributions
Generating random data for the bivariate gamma distribution with param...
Generating random data for the bivariate Weibull distribution.
Summarizing effective closed-form estimation function
Performing closed-form estimators against other methods
Getting estimated values of efficient closed-form estimators
Getting confidence intervals for efficient closed-form estimators
Goodness-of-fit test for the efficient closed-form estimators
Calculating MLEces for three different distributions
Providing some plots for effective closed-form estimators
Asymptotic efficient closed-form estimators (MLEces) are provided in this package for three multivariate distributions(gamma, Weibull and Dirichlet) whose maximum likelihood estimators (MLEs) are not in closed forms. Closed-form estimators are strong consistent, and have the similar asymptotic normal distribution like MLEs. But the calculation of MLEces are much faster than the corresponding MLEs. Further details and explanations of MLEces can be found in. Jang, et al. (2023) <doi:10.1111/stan.12299>. Kim, et al. (2023) <doi:10.1080/03610926.2023.2179880>.