Results 21 to 30 of about 6,177,620 (296)
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
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Robust Estimations for the Tail Index of Weibull-Type Distribution
Risks, 2018 Based on suitable left-truncated or censored data, two flexible classes of M-estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impact of extreme contamination.
Chengping Gong, Chengxiu Ling
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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
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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
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Asymptotic properties of a goodness-of-fit test based on maximum correlations [PDF]
, 2008 We study the efficiency properties of the goodness-of-fit test based on the Qn statistic introduced in Fortiana and Grané (2003) using the concepts of Bahadur asymptotic relative efficiency and Bahadur asymptotic optimality.
Tchirina, Anna V. +2 more
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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
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Nonlinear Stochastic Adaptive Control for DFIG-Based Wind Generation System
Energies, 2023 The aim of this paper is to extract the maximum power from wind energy for the doubly fed induction generator based wind turbine system (DFIG-WT) under the continuous stochastic perturbations of wind speed.
Jian Zhang +3 more
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The asymptotic relative efficiency of mixed statistical tests [PDF]
IEEE Transactions on Information Theory, 1967 Mixed statistical tests are described. It is shown that these tests have a much higher efficiency than conventionally used statistics such as the sign test and polarity coincidence correlation without the high operational complexity of the Wilcoxon, Mann-Whitney, Kendall \tau , or Fisher-Yates: Terry-Hoeffding tests.
Feustal, Edward A., Davisson, Lee D.
openaire +3 more sources
Computation, 2022 Over the past decade, a series of procedures has been introduced to estimate, using a non-iterative method, the linear-by-linear association parameter of an ordinal log-linear model.
Sidra Zafar +3 more
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A General Class of Tests for Testing Homogeneity of Location Parameters against Umbrella Alternatives [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2018 In this paper, a general class of non-parametric tests for testing homogeneity of location parameter against umbrella alternatives is proposed. Testing for umbrella alternatives has many applications in the field of biology, medicine, botany, dose level ...
Manish Goyal, Narinder Kumar
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