Results 1 to 10 of about 11,630 (167)
On the M-Estimator under Third Moment Condition
Mathematics, 2022 Estimating the expected value of a random variable by data-driven methods is one of the most fundamental problems in statistics. In this study, we present an extension of Olivier Catoni’s classical M-estimators of the empirical mean, which focus on the ...
Chen Yiming, Song Shuai
exaly +3 more sources
Moment Estimation in Paired Comparison Models with a Growing Number of Subjects [PDF]
Entropy (Basel)When the number of subjects, n, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erdös–Rényi comparison graph, where the ...
Wang Q, Pan L, Yan T.
europepmc +2 more sources
On copula moment: empirical likelihood based estimation method [PDF]
Arab Journal of Mathematical Sciences, 2022 Purpose – In this paper, the authors applied the empirical likelihood method, which was originally proposed by Owen, to the copula moment based estimation methods to take advantage of its properties, effectiveness, flexibility and reliability of the ...
Jihane Abdelli, Brahim Brahimi
doaj +1 more source
The informativeness of estimation moments [PDF]
Journal of Applied Econometrics, 2020 SummaryThis paper introduces measures for how each moment contributes to the precision of parameter estimates in generalized method of moments settings. For example, one of the measures asks what would happen to the variance of the parameter estimates if a particular moment was dropped from the estimation. The measures are all easy to compute.
Bo E. Honoré +2 more
openaire +8 more sources
Stats, 2023 In this research, we design the Farlie–Gumbel–Morgenstern bivariate moment exponential distribution, a bivariate analogue of the moment exponential distribution, using the Farlie–Gumbel–Morgenstern approach.
Sasikumar Padmini Arun +3 more
doaj +1 more source
Mathematics, 2022 In this paper, the inference on location parameter for the skew-normal population is considered when the scale parameter and skewness parameter are unknown.
Rendao Ye +4 more
doaj +1 more source
A Robust Version of the Empirical Likelihood Estimator
Mathematics, 2021 In this paper, we introduce a robust version of the empirical likelihood estimator for semiparametric moment condition models. This estimator is obtained by minimizing the modified Kullback–Leibler divergence, in its dual form, using truncated ...
Amor Keziou, Aida Toma
doaj +1 more source
Computation, 2023 In this paper, we investigate the performance of a variety of frequentist estimation techniques for the scale and shape parameters of the Lomax distribution.
Thobeka Nombebe +3 more
doaj +1 more source
A Lindley-Type Distribution for Modeling High-Kurtosis Data
Mathematics, 2022 This article proposes a heavy-tailed distribution for modeling positive data. The proposal arises with the ratio of independent random variables, specifically, a Lindley distribution divided by a beta distribution.
Mario A. Rojas, Yuri A. Iriarte
doaj +1 more source
Moments of IV and JIVE estimators [PDF]
The Econometrics Journal, 2007 Summary: We develop a method based on the use of polar coordinates to investigate the existence of moments for instrumental variables and related estimators in the linear regression model. For generalized instrumental variables (IV) estimators, we obtain familiar results.
Davidson, Russell, Mackinnon, James
openaire +6 more sources