Search Results - subject:"Location parameter"

On the non existence of unbiased estimators of risk for spherically symmetric distributions

Fourdrinier, Dominique; Strawderman, William - In: Statistics & Probability Letters 91 (2014) C, pp. 6-13

We study existence of unbiased estimators of risk for estimators of the location parameter of a spherically symmetric …

Persistent link: https://www.econbiz.de/10010776526

Transformation of an empirical distribution to normal distribution by the use of Johnson system of translation and symmetrical quantile method

Friebel, Ludvík; Friebelová, Jana - In: Acta Universitatis Bohemiae Meridionales 9 (2006) 1, pp. 75-79

This article deals with approximation of empirical distribution to standard normal distribution using Johnson transformation. This transformation enables us to approximate wide spectrum of continuous distributions with a normal distribution. The estimation of parameters of transformation...

Persistent link: https://www.econbiz.de/10010638564

Maximum Likelihood Characterization of Distributions

Duerinckx, Mitia; Ley, Christophe; Swan, Yves-Caoimhin - European Centre for Advanced Research in Economics and … - 2012

Abstract: Gauss’ principle states that the maximum likelihood estimator of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There exist many extensions of this result in diverse directions. In this paper we propose...

Persistent link: https://www.econbiz.de/10010556698

Normalization of the origin-shifted exponential distribution for control chart construction

Kao, Shih-Chou - In: Journal of Applied Statistics 37 (2010) 7, pp. 1067-1087

This study demonstrates that a location parameter of an exponential distribution significantly influences normalization … normality using a location parameter. Control charts based on probability limits and transformation are compared for known and … using probability limits. The β-risks and ARL of control charts with an estimated location parameter deviate significantly …

Persistent link: https://www.econbiz.de/10008674955

Sequential estimation of a location parameter from delayed observations

Jokiel-Rokita, Alicja; Stępień, Agnieszka - In: Statistical Papers 50 (2009) 2, pp. 363-372

Persistent link: https://www.econbiz.de/10005167164

Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale

Bachmaier, Martin - In: AStA Advances in Statistical Analysis 91 (2007) 2, pp. 197-219

Persistent link: https://www.econbiz.de/10005371280

Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes

Sugiura, Nariaki; Murakami, Hidetoshi; Lee, Seong; … - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 93-100

Persistent link: https://www.econbiz.de/10005184631

Fat tails and asymmetry in financial volatility models

Verhoeven, Peter; McAleer, Michael - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 3, pp. 351-361

Although the generalised autoregressive conditional heteroskedasticity (GARCH) model has been quite successful in capturing important empirical aspects of financial data, particularly for the symmetric effects of volatility, it has had far less success in capturing the effects of extreme...

Persistent link: https://www.econbiz.de/10010748637

Truncated quasi-score function in the 1-dependent and stationary case

Tzavelas, George; Paliatsos, Athanasios G. - In: Statistics & Probability Letters 53 (2001) 1, pp. 1-9

The structure of the quasi-score function is investigated when the data is a realization of a 1-dependent and stationary sequence of random variables. A truncated quasi-score function is proposed, which leads to a simplified quasi-score without loss of efficiency.

Persistent link: https://www.econbiz.de/10005258997

Separability of item and person parameters in response time models

Breukelen, Gerard - In: Psychometrika 62 (1997) 4, pp. 525-544

Persistent link: https://www.econbiz.de/10005603343