On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution
Alexander Zaigraev, A. Podraza-Karakulska · Applicationes Mathematicae · 2008
The maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution, proposed by the authors [Statist. Probab. Lett. 78 (2008)], is considered. The asymptotics of the mean square error of this estimator, with respect to that