MLEce - Asymptotic Efficient Closed-Form Estimators for Multivariate
Distributions
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>.