Results 11 to 20 of about 11,729 (266)

Diverging Moments and Parameter Estimation [PDF]

open access: yesJournal of the American Statistical Association, 2005
Heavy-tailed distributions are enjoying increased popularity and are becoming more readily applicable as the arsenal of analytical and numerical tools grows. They play key roles in modeling approaches in networking, finance, and hydrology, to name but a few areas.
Gonçalves, Paulo, Riedi, Rudolf
openaire   +4 more sources

Moment convergence of Z-estimators [PDF]

open access: yesStatistical Inference for Stochastic Processes, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Negri, Ilia, Nishiyama, Yoichi
openaire   +1 more source

On a Sum and Difference of Two Lindley Distributions

open access: yesRevstat Statistical Journal, 2020
This paper investigates theoretical and practical aspects of two basic random variables constructed from Lindley distribution. The first one is defined as the sum of two independent random variables following the Lindley distribution (with the same ...
Christophe Chesneau   +2 more
doaj   +1 more source

A method for estimating the power of moments [PDF]

open access: yesJournal of Inequalities and Applications, 2018
Let X be an observable random variable with unknown distribution function [Formula: see text], [Formula: see text], and let [Formula: see text] We call θ the power of moments of the random variable X. Let [Formula: see text] be a random sample of size n drawn from [Formula: see text].
Shuhua Chang   +3 more
openaire   +3 more sources

Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency

open access: yesEconometrics, 2016
This paper studies an alternative bias correction for the M-estimator, which is obtained by correcting the moment equations in the spirit of Firth (1993).
Kyoo il Kim
doaj   +1 more source

Statistical Inference for Lindley Model based on Type II Censored Data [PDF]

open access: yesJournal of Statistical Theory and Applications (JSTA), 2017
In this paper, the moment-based, maximum likelihood and Bayes estimators for the unknown parameter of the Lindley model based on Type II censored data are discussed.
A. Asgharzadeh   +3 more
doaj   +1 more source

Validation of Aero-Load Estimator for Convair 880 Aircraft Flight Simulator Benchmark with Electro-Hydrostatic Actuators [PDF]

open access: yesINCAS Bulletin, 2021
Simulating an aircraft model using of high fidelity models of subsystems for its primary and secondary flight control actuators requires measuring or estimating aero-load data acting on flight control surfaces.
Yamina BOUGHARI   +4 more
doaj   +1 more source

Some Methods to Estimate the Parameters of Generalized Exponential Rayleigh Model by Simulation

open access: yesIraqi Journal for Computer Science and Mathematics, 2023
This paper shews how to estimate the parameter of generalized exponential Rayleigh (GER) distribution by three estimation methods. The first one is maximum likelihood estimator method the second one is moment employing estimation method (MEM), the third
Rehab Noori Shalan   +1 more
doaj   +1 more source

In-network estimation of frequency moments [PDF]

open access: yesInternational Journal of Advances in Engineering Sciences and Applied Mathematics, 2013
We consider the problem of estimating functions of distributed data using a distributed algorithm over a network. The extant literature on computing functions in distributed networks such as wired and wireless sensor networks and peer-to-peer networks deals with computing linear functions of the distributed data when the alphabet size of the data ...
Pooja Vyavahare   +2 more
openaire   +3 more sources

Jackknife covariance matrix estimation for observations from mixture

open access: yesModern Stochastics: Theory and Applications, 2019
A general jackknife estimator for the asymptotic covariance of moment estimators is considered in the case when the sample is taken from a mixture with varying concentrations of components. Consistency of the estimator is demonstrated.
Rostyslav Maiboroda, Olena Sugakova
doaj   +1 more source

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