Results 11 to 20 of about 185 (77)
Estimation and inference in adaptive learning models with slowly decreasing gains
Journal of Time Series Analysis, Volume 43, Issue 5, Page 720-749, September 2022., 2022 An asymptotic theory for estimation and inference in adaptive learning models with strong mixing regressors and martingale difference innovations is developed. The maintained polynomial gain specification provides a unified framework which permits slow convergence of agents' beliefs and contains recursive least squares as a prominent special case ...
Alexander Mayer
wiley +1 more source
Improved estimators of the entropy in scale mixture of exponential distributions
, 2020 In the present communication, the problem of estimating entropy of a scale mixture of exponential distributions is considered under the squared error loss.
C. Petropoulos +2 more
semanticscholar +1 more source
Infinite secret sharing – Examples
Journal of Mathematical Cryptology, 2014 The motivation for extending secret sharing schemes to cases when either the set of players is infinite or the domain from which the secret and/or the shares are drawn is infinite or both, is similar to the case when switching to abstract probability ...
Dibert Alexander, Csirmaz László
doaj +1 more source
, 2020 In the literature, two-parameter distributions which exhibit all three types of decreasing, increasing and bathtub shape hazard rate functions are very few.
F. Alqallaf +2 more
semanticscholar +1 more source
Marshall-Olkin extended log-logistic distribution and its application in minification processes
, 2013 In this paper, a new class of Log-Logistic distribution using MarshallOlkin transformation is introduced. Its characterization and statistical properties are obtained. The proposed model extends the Log-Logistic distribution and is more flexible.
Wenhao Gui
semanticscholar +1 more source
Volatility filtering in estimation of kurtosis (and variance)
Dependence Modeling, 2019 The kurtosis of the distribution of financial returns characterized by high volatility persistence and thick tails is notoriously difficult to estimate precisely.
Anatolyev Stanislav
doaj +1 more source
, 2020 A necessary and sufficient conditions for a linear estimator of a linear function of fixed and random effects in a balanced random model to be admissible are given.
Ewa Synówka-Bejenka, S. Zontek
semanticscholar +1 more source
Properties and Inference for a New Class of Generalized Rayleigh Distributions with an Application
Open Mathematics, 2019 In the present paper, we introduce a new form of generalized Rayleigh distribution called the Alpha Power generalized Rayleigh (APGR) distribution by following the idea of extension of the distribution families with the Alpha Power transformation.
Biçer Hayrinisa Demirci
doaj +1 more source
On decompositions of estimators under a general linear model with partial parameter restrictions
Open Mathematics, 2017 A general linear model can be given in certain multiple partitioned forms, and there exist submodels associated with the given full model. In this situation, we can make statistical inferences from the full model and submodels, respectively.
Jiang Bo, Tian Yongge, Zhang Xuan
doaj +1 more source
The Kumaraswamy-geometric distribution
, 2014 In this paper, the Kumaraswamy-geometric distribution, which is a member of the T-geometric family of discrete distributions is defined and studied. Some properties of the distribution such as moments, probability generating function, hazard and quantile
Alfred Akinsete, F. Famoye, Carl Lee
semanticscholar +1 more source