Results 21 to 30 of about 3,177 (101)

On the confidence intervals of parametric functions for Distributions Generated by Symmetric Stable Laws

Statistica, 2013
In this paper we consider “Discrete Distributions Generated by Standard Symmetric Stable Densities” (DSSD in short) arising in Bioinformatics (Astola and Danielian, 2007).
Davood Farbod, Karen V. Gasparian
doaj   +1 more source

A difference-based approach in the partially linear model with dependent errors

Journal of Inequalities and Applications, 2018
We study asymptotic properties of estimators of parameter and non-parameter in a partially linear model in which errors are dependent. Using a difference-based and ordinary least square (DOLS) method, the estimator of an unknown parametric component is ...
Zhen Zeng, Xiangdong Liu
doaj   +1 more source

Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data

Risks, 2023
Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits, respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are constructed to
Qian Zhao, Sahadeb Upretee, Daoping Yu
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truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models

Journal of Statistical Software, 2014
Problems with truncated data occur in many areas, complicating estimation and inference. Regarding linear regression models, the ordinary least squares estimator is inconsistent and biased for these types of data and is therefore unsuitable for use ...
Maria Karlsson, Anita Lindmark
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Nonparametric Estimation of Multivariate Copula Using Empirical Bayes Methods

Mathematics, 2023
In the fields of finance, insurance, system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula.
Lu Lu, Sujit Ghosh
doaj   +1 more source

Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random

Statistica, 2022
The main objective of this work is to estimate, semi-parametrically, the mode of a conditional density when the response is a real valued random variable subject to censored phenomenon and the predictor takes values in a semi-metric space. We assume that
Abbes Rabhi, Nadia Kadiri, Sanaà Dounya Mekki   +2 more
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Multiple Outlier Detection Tests for Parametric Models

Mathematics, 2020
We propose a simple multiple outlier identification method for parametric location-scale and shape-scale models when the number of possible outliers is not specified.
Vilijandas Bagdonavičius, Linas Petkevičius   +1 more
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The generalization of several classical estimators for a positive extreme value index

Modern Stochastics: Theory and Applications
In this paper, we introduce a family of semi-parametric estimators for the positive extreme value index γ, parameterized in two tuning parameters. The asymptotic normality of the introduced estimators is proved. It is shown that the partial case of newly
Marijus Vaičiulis
doaj   +1 more source

Nonparametric Estimation of Quantile-Based Mean Inactivity Time Function

Statistica
In this article, we propose non-parametric estimators for mean inactivity time function for complete and censored data. The asymptotic properties of the estimators are established using suitable regularity conditions.
Ivallappil Chenichery Aswin, Paduthol Godan Sankaran, Sreenarayanapurath Madhavan Sunoj   +2 more
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Nonparametric Estimation of Cumulative Incidence Functions of Recurrent Events

Statistica
The present paper discusses modeling and analysis of recurrent event data with competing risks. We propose non parametric estimation of cumulative incidence functions of recurrent event competing risks model.
Sisuma Mandakathingal Sivadasan, Paduthol Godan Sankaran   +1 more
doaj   +1 more source