Search Results - subject:"Scale parameter"

Change point test for tail index of scale-shifted processes

Kim, Moosup; Lee, Sangyeol - In: Statistics & Risk Modeling 31 (2014) 3-4, pp. 297-333

Abstract In this paper, we study the change point test for the tail index of scale-shifted processes. To this task, we propose two tests. The first is designed via examining the discrepancy between the two Hill estimators obtained from the observations before and after a preliminary change point...

Persistent link: https://www.econbiz.de/10014621213

Does attribute cut-off elicitation affect choice consistency? Contrasting hypothetical and real-money choice experiments

Moser, Riccarda; Raffaelli, Roberta - In: Journal of choice modelling 11 (2014) C, pp. 16-29

with studies on context and complexity effects in choice modelling, we parameterize the scale parameter on the basis of two …

Persistent link: https://www.econbiz.de/10010906701

Examining the Functional Specification of Two-Parameter Model under Location and Scale Parameter Condition

Nakashima, Takahiro - 2006

The functional specification of mean-standard deviation approach is examined under location and scale parameter … condition. Firstly, the full set of restrictions imposed on the mean-standard deviation function under the location and scale … parameter condition are made clear. Secondly, the examination based on the restrictions mentioned in the previous sentence …

Persistent link: https://www.econbiz.de/10009443502

Examining the Functional Specification of Two-Parameter Model under Location and Scale Parameter Condition

Nakashima, Takahiro - Agricultural and Applied Economics Association - AAEA - 2006

Persistent link: https://www.econbiz.de/10005804914

Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling

Abu-Dayyeh, Walid; Assrhani, Aissa; Ibrahim, Kamarulzaman - In: Statistical Papers 54 (2013) 1, pp. 207-225

In the current paper, the estimation of the shape and location parameters α and c, respectively, of the Pareto distribution will be considered in cases when c is known and when both are unknown. Simple random sampling (SRS) and ranked set sampling (RSS) will be used, and several traditional and...

Persistent link: https://www.econbiz.de/10010998563

Estimating the ratio of two scale parameters: a simple approach

Bobotas, Panayiotis; Iliopoulos, George; Kourouklis, Stavros - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 343-357

Persistent link: https://www.econbiz.de/10010848664

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

Mode type quasi-range and its applications

Chen, Lin-An; Yang, Hsien-Chueh Peter; Tang, Chau-Shyun - In: Journal of Applied Statistics 35 (2008) 10, pp. 1181-1192

Building from the consideration of closeness, we propose the mode quasi-range as an alternative scale parameter …. Application of this scale parameter to formulate the population standard deviation is investigated leading to an efficient sample …

Persistent link: https://www.econbiz.de/10005458182

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

Decision theoretic estimation using record statistics

Madi, Mohamed - In: Metrika 63 (2006) 1, pp. 91-97

Persistent link: https://www.econbiz.de/10005598715