Results 11 to 20 of about 397,070 (318)
Pseudo-Gaussian and Rank-Based Tests for First-Order Superdiagonal Bilinear Models in Panel Data
Revstat Statistical Journal, 2021 In this paper, locally asymptotically optimal (in the H´ajek-Le Cam sense) parametric, pseudo-Gaussian and rank-based procedures are proposed for the problem of testing randomness against first-order superdiagonal bilinear panel dependence (in large n ...
Aziz Lmakri +3 more
doaj +1 more source
MLE with datasets from populations having shared parameters
Statistical Theory and Related Fields, 2023 We consider maximum likelihood estimation with two or more datasets sampled from different populations with shared parameters. Although more datasets with shared parameters can increase statistical accuracy, this paper shows how to handle heterogeneity ...
Jun Shao, Xinyan Wang
doaj +1 more source
Improved estimators for the rate parameter of gamma model using asymptotic properties
Heliyon, 2021 In this paper we proposed three estimators namely linear shrinkage, preliminary test and shrinkage preliminary test for the rate parameter of univariate gamma.
Nana Kena Frempong +3 more
doaj +1 more source
Matched Pairs with Binary Outcomes
Revstat Statistical Journal, 2020 Comparison of two treatments in matched pairs is a powerful general method for improving precision. When the outcome is binary the formulation in terms of logistic comparisons leads to an analysis in which concordant pairs, that is pairs in which both ...
Christiana Kartsonaki , D.R. Cox
doaj +1 more source
Simultaneous estimation of log-normal coefficients of variation: Shrinkage and pretest strategies
MethodsX, 2023 In this paper, we consider the problem of estimating the log-normal coefficients of variation when multiple samples from log-normal populations with unequal variances are combined.
Mahmoud Aldeni +3 more
doaj +1 more source
On Optimal and Asymptotic Properties of a Fuzzy L2 Estimator
Mathematics, 2020 A fuzzy least squares estimator in the multiple with fuzzy-input–fuzzy-output linear regression model is considered. The paper provides a formula for the L2 estimator of the fuzzy regression model. This paper proposes several operations for fuzzy numbers
Jin Hee Yoon, Przemyslaw Grzegorzewski
doaj +1 more source
Testing Exponentiality Against UBAC Using Kernel Methods [PDF]
Journal of Statistical Theory and Applications (JSTA), 2014 In this paper, the problem of testing exponentiality against used better than aged in convex ordering classes of life distributions is investigated. For this property a nonparametric test is presented based on kernel method.
M.M. Mohie El-Din +2 more
doaj +1 more source
Two symmetric and computationally efficient Gini correlations
Dependence Modeling, 2020 Standard Gini correlation plays an important role in measuring the dependence between random variables with heavy-tailed distributions. It is based on the covariance between one variable and the rank of the other. Hence for each pair of random variables,
Vanderford Courtney +2 more
doaj +1 more source
Robust Portfolio Optimization Using Pseudodistances. [PDF]
PLoS ONE, 2015 The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios.
Aida Toma, Samuela Leoni-Aubin
doaj +1 more source
A Method for Confidence Intervals of High Quantiles
Entropy, 2021 The high quantile estimation of heavy tailed distributions has many important applications. There are theoretical difficulties in studying heavy tailed distributions since they often have infinite moments.
Mei Ling Huang, Xiang Raney-Yan
doaj +1 more source