Seminar: "Score-Adjusted Moment Estimators for the Dirichlet Distribution Family"

AUEB STATISTICS SEMINARS SERIES 2025-26

Presenter: Ioannis Oikonomidis, Postdoctoral Researcher at the Management Science Laboratory (MSL) of AUEB and Adjunct Lecturer at the National and Kapodistrian University of Athens (NKUA)

Room: Amphitheater (Troias Building)

ABSTRACT

This study presents new closed-form estimators for the Dirichlet distribution family, whose maximum likelihood estimator cannot be explicitly derived. The methodology builds upon the score-adjusted estimators for the beta and gamma distributions, extending their applicability to the Dirichlet distribution. Expressions for the asymptotic variance–covariance matrices are provided, demonstrating the superior performance of score-adjusted estimators over the traditional moment ones. To facilitate the application of these innovative estimators, an R package called joker is developed and made publicly available.