Similar Search Results

Estimation of an Exponential Quantile under a General Loss and an Alternative Estimator under Quadratic Loss

Petropoulos, Constantinos; Kourouklis, Stavros - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 746-759

Persistent link: https://www.econbiz.de/10005616258

Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models

Alexander, T. Leo; Chandrasekar, B. - In: Statistical Papers 46 (2005) 4, pp. 483-507

Persistent link: https://www.econbiz.de/10008533762

Simulation-based Tests that Can Use Any Number of Simulations

Racine, Jeff; MacKinnon, James G. - 2004

Conventional procedures for Monte Carlo and bootstrap tests require that B, the number of simulations, satisfy a specific relationship with the level of the test. Otherwise, a test that would instead be exact will either overreject or underreject for finite B. We present expressions for the...

Persistent link: https://www.econbiz.de/10011940649

Inference via kernel smoothing of bootstrap P values

Racine, Jeff; MacKinnon, James G. - 2006

Resampling methods such as the bootstrap are routinely used to estimate the finite-sample null distributions of a range of test statistics. We present a simple and tractable way to perform classical hypothesis tests based upon a kernel estimate of the CDF of the bootstrap statistics. This...

Persistent link: https://www.econbiz.de/10011940672

Statistical Properties and Estimation of Power-Transmuted Inverse Rayleigh Distribution

Hassan, Amal S.; Assar, Salwa M.; Abdelghaffar, Ahmed M. - In: Statistics in Transition New Series 21 (2020) 3, pp. 93-107

A three-parameter continuous distribution is constructed, using a power transformation related to the transmuted inverse Rayleigh (TIR) distribution. A comprehensive account of the statistical properties is provided, including the following: the quantile function, moments, incomplete moments,...

Persistent link: https://www.econbiz.de/10012600260

Estimation of Weibull parameters from common percentiles

Marks, Neil - In: Journal of Applied Statistics 32 (2005) 1, pp. 17-24

percentiles from a sample. The process requires algebraic solution of two equations derived from the cumulative distribution …

Persistent link: https://www.econbiz.de/10005495222

Properties and performance of the c-chart for attributes data

Chakraborti, S.; Human, S. W. - In: Journal of Applied Statistics 35 (2008) 1, pp. 89-100

The effects of parameter estimation are examined for the well-known c-chart for attributes data. The exact run length distribution is obtained for Phase II applications, when the true average number of non-conformities, c, is unknown, by conditioning on the observed number of non-conformities in...

Persistent link: https://www.econbiz.de/10005458246

Confidence intervals for percentiles in stationary ARMA processes: An application using environmental data

Halkos, George; Kevork, Ilias - Volkswirtschaftliche Fakultät, … - 2014

Percentiles estimation plays an important role at the stage of making decisions in many scientific fields. However, the … up-to-now research on developing estimation methods for percentiles has been based on the assumption that the data in the … the period 1961-2010. Confidence intervals for percentiles are constructed on this series and discussion about the …

Persistent link: https://www.econbiz.de/10011112555

How to improve the outcome of performance evaluations in terms of percentiles for citation frequencies of my papers

Schreiber, Michael - In: Journal of Informetrics 8 (2014) 4, pp. 873-879

Using empirical data I demonstrate that the result of performance evaluations by percentiles can be drastically …

Persistent link: https://www.econbiz.de/10011115856

Is the new citation-rank approach P100′ in bibliometrics really new?

Schreiber, Michael - In: Journal of Informetrics 8 (2014) 4, pp. 997-1004

The percentile-based rating scale P100 describes the citation impact in terms of the distribution of unique citation values. This approach has recently been refined by considering also the frequency of papers with the same citation counts. Here I compare the resulting P100′ with P100 for an...

Persistent link: https://www.econbiz.de/10011115867