1 citations · 2 across the 7 of their papers we have counts for
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Hermite Spectra and Kernel Factorization for Gaussian-Weighted Tests of Normality
Nikolaos Gkoumas, Nickos Papadatos, Samis Trevezas
We study the asymptotic null spectrum of Gaussian-weighted tests of univariate normality with estimated location and scale. Closed Hermite coefficients give equations both away fro…
Matrix asymptotic calculus for plug-in maximum likelihood estimators in finite Markov chains
Georgios Gavrilopoulos, Samis Trevezas, Irene Votsi
In this work, we develop a unified matrix-level asymptotic calculus for plug-in non-parametric maximum likelihood estimators in finite Markov models. Starting from the asymptotic d…
Moment-Type Estimators for the Dirichlet and the Multivariate Gamma Distributions
Ioannis Oikonomidis, Samis Trevezas
This study presents new closed-form estimators for the Dirichlet and the Multivariate Gamma distribution families, whose maximum likelihood estimator cannot be explicitly derived.…