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General strategies for constructing second order efficient robust distances from suitable properties of the residual adjustment functions (RAF) are discussed. Based on those properties families of estimators are constructed using the truncated polynomial, negative exponential and sigmoidal...
Persistent link: https://www.econbiz.de/10011264461
Lindsay (1994) provided a general set up in discrete models for minimum disparity estimation. Such a set up eludes us in continuous models. We provide such a general result and hence fill up a major gap in the literature.
Persistent link: https://www.econbiz.de/10011115945
In this paper we develop some natural “goodness-of-fit” tests for the Gompertz growth curve model (GGCM) based on the empirical estimate of relative growth rate (RGR). Existing approaches of goodness-of-fit tests for growth curve models are mainly based on finite differences of the size data...
Persistent link: https://www.econbiz.de/10011000660
Let A and B be convex sets in containing the origin which are invariant under rotation around the origin by a 2[pi]/k angle, k=2,3,4,5,... . In this paper we establish the correlation inequality P(A[intersection]B)[greater-or-equal, slanted]P(A)P(B) under the N2(0,I2) distribution of X, for...
Persistent link: https://www.econbiz.de/10005074774
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The celebrated U-conjecture states that under the Nn(0,In) distribution of the random vector X=(X1,...,Xn) in , two polynomials P(X) and Q(X) are unlinkable if they are independent [see Kagan et al., Characterization Problems in Mathematical Statistics, Wiley, New York, 1973]. Some results have...
Persistent link: https://www.econbiz.de/10005221259
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Analogues of the likelihood ratio, Rao, and Wald tests are introduced in discrete parametric models based on the family of penalized Hellinger distances. It is shown that the tests based on a particular member of this family provide attractive alternatives to the tests based on the ordinary...
Persistent link: https://www.econbiz.de/10005254909
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