Closed Form Estimators for the Hyperbolic Inverse Gaussian Distribution: Accepted October 2025

Victor Nawa; Saralees Nadarajah

Forthcoming

Closed Form Estimators for the Hyperbolic Inverse Gaussian Distribution

Accepted October 2025

Authors

Victor Nawa University of Zambia https://orcid.org/0000-0001-6019-7325
Saralees Nadarajah University of Manchester https://orcid.org/0000-0002-0481-0372

Keywords:

covariance, Bessel functions, variance

Abstract

The first known closed form estimators for the hyperbolic inverse Gaussian distribution are proposed. A moment based approach is used to obtain the estimators. Large sample properties of the proposed estimators are derived. A simulation study shows that the finite sample performances of proposed and maximum likelihood estimators are almost identical.

Downloads

FP_REVSTAT2025_out1

Published

2025-11-04

Issue

new article

Section

Forthcoming Paper

License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Nawa, V., & Nadarajah, S. (2025). Closed Form Estimators for the Hyperbolic Inverse Gaussian Distribution: Accepted October 2025. REVSTAT-Statistical Journal. https://revstat.ine.pt/index.php/REVSTAT/article/view/1034