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Empirical likelihood intervals for the population mean and quantiles based on balanced ranked set samples
Baklizi, Ayman - In: Statistical Methods and Applications 18 (2009) 4, pp. 483-505
Persistent link: https://www.econbiz.de/10008537607
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Interval estimation of gamma for anR×S table
Lui, Kung-Jong; Cumberland, William - In: Psychometrika 69 (2004) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10005758121
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Almost Stochastic Dominance and Moments
Guo, Xu; Wong, Wing-Keung; Zhu, Lixing - Volkswirtschaftliche Fakultät, … - 2013
variance, positive skewness, and smaller kurtosis. This information, in turn, enables decision makers to determine the ASD …
Persistent link: https://www.econbiz.de/10011112992
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Almost Stochastic Dominance and Moments
Guo, Xu; Wong, Wing-Keung; Zhu, Lixing - Volkswirtschaftliche Fakultät, … - 2013
, investors prefer the one with positive gain, smaller variance and positive skewness. This information, in turn, enables decision …
Persistent link: https://www.econbiz.de/10011113097
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Time-efficient algorithms for robust estimators of location, scale, symmetry, and tail heaviness
Gelade, Wouter; Verardi, Vincenzo; Vermandele, Catherine - In: Stata Journal 15 (2015) 1, pp. 77-94
, skewness, and tail-heaviness measures, which are estimates of specific parameters of the underlying population distribution … of asymmetric distributions. In this article, we briefly compare, for each type of parameter (location, scale, skewness …
Persistent link: https://www.econbiz.de/10011265691
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Interval estimation of the intraclass correlation coefficient based on Bartlett’s score procedure
Paul, S. - In: Statistical Methods and Applications 6 (1997) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10008497285
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Temporal changes in the parameters of statistical distribution of journal impact factor
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2010
distribution of log10(JIF) exhibits conspicuous skewness and non-mesokurticity. In this paper we estimate the parameters of Johnson …-sampling close to bootstrapping. It has been found that log10(JIF) is Pearson-IV distributed. Johnson SU distribution fits very well …
Persistent link: https://www.econbiz.de/10008562615
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Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
Mesters, Geert; Koopman, Siem Jan - Tinbergen Instituut - 2012
This paper resulted in a publication in the <I>Journal of Econometrics</I> (2014). Volume 180, pages 127-140.<P> An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic panel data model with unobserved random individual-specific and time-varying...</p></i>
Persistent link: https://www.econbiz.de/10011256778
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Two EGARCH models and one fat tail
Caivano, M.; Harvey, A. - Faculty of Economics, University of Cambridge - 2013
We compare two EGARCH models which belong to a new class of models in which the dynamics are driven by the score of the conditional distribution of the observations. Models of this kind are called dynamic conditional score (DCS) models and their form facilitates the development of a...
Persistent link: https://www.econbiz.de/10010700219
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Time series models with an EGB2 conditional distribution
Caivano, M.; Harvey, A. - Faculty of Economics, University of Cambridge - 2013
A time series model in which the signal is buried in noise that is non-Gaussian may throw up observations that, when judged by the Gaussian yardstick, are outliers. We describe an observation driven model, based on an exponential generalized beta distribution of the second kind (EGB2), in which...
Persistent link: https://www.econbiz.de/10010700221