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Generalized Modified Inverse Weibull Distribution: Its Properties and Applications
Springer Science and Business Media LLC - Tập 82 - Trang 247-269 - 2019
Hadi Saboori, Ghobad Barmalzan, Seyyed Masih Ayat
In this paper, we introduce a new useful continuous distribution called generalized modified inverse Weibull distribution. This distribution is a four-parameter extension of the modified inverse Weibull which generalizes some well-known distributions. Various statistical and probabilistic properties are derived such as rth moment, moment generating function, Renyi and Shannon entropies and hazard ... hiện toàn bộ
A History of the Delta Method and Some New Results
Springer Science and Business Media LLC - Tập 85 - Trang 272-306 - 2023
Anil K. Bera, Malabika Koley
Use of the delta method in statistics and econometrics is ubiquitous. Its mention can be found in almost all advanced statistics and econometrics textbooks but mostly without any reference. It appears that nobody knows for certain when the first paper on the topic was published or how the idea was first conceived. A seemingly unrelated method to find the asymptotic variance of a statistic involvin... hiện toàn bộ
On Exact Inferential Results for a Simple Step-Stress Model Under a Time Constraint
Springer Science and Business Media LLC - - 2019
Julian Górny, Erhard Cramer
In simple step-stress models based on exponential distributions, the distributions of the MLEs are commonly obtained using the moment generating function. In this paper, we propose an alternative method, the so-called expected value approach, introduced in Górny (2017) to derive the exact distribution of the MLEs. Moreover, we discuss the benefits of this technique. Further, assuming uniformly dis... hiện toàn bộ
Volatility and Variance Swap Using Superposition of the Barndorff-Nielsen and Shephard type Lévy Processes
Springer Science and Business Media LLC - - 2019
Semere Habtemicael, Musie Ghebremichael, Indranil Sengupta
Local Influence in Regression Models with Measurement Errors and Censored Data Considering the Student–t Distribution
Springer Science and Business Media LLC - Tập 86 Số 1 - Trang 91-108 - 2024
Alonso Montoya
Bayesian Wavelet Analysis Using Nonlocal Priors with an Application to fMRI Analysis
Springer Science and Business Media LLC - Tập 79 - Trang 361-388 - 2017
Nilotpal Sanyal, Marco A. R. Ferreira
We propose a Bayesian hierarchical wavelet methodology for nonparametric regression based on nonlocal priors. Our methodology assumes for the wavelet coefficients a prior that is a mixture of a point mass at zero and a Johnson-Rossell nonlocal prior. We consider two choices of Johnson-Rossell nonlocal priors: the moment prior and the inverse moment prior. To borrow strength across wavelet coeffici... hiện toàn bộ
Shaikh and Ragab’s Incomes of the Vast Majority: Some Additions and Extensions
Springer Science and Business Media LLC - Tập 77 - Trang 359-370 - 2015
Peter J. Lambert, S. Subramanian
The ‘vast majority of incomes ratio (VMIR)’ R 0 is the ratio of the average income µ 0 of a poorest majority p 0 of the population to the overall average income µ. Another measure of equality is E 0=(1-G) , where G is the Gini coefficient of inequality of the distribution. Shaikh and Ragab (2007, 2008), employing a wide variety of data sets, have shown (among other things), that when p 0 is 70 %, ... hiện toàn bộ
Directional Measure for Analyzing the Degree of Deviance from Generalized Marginal Mean Equality Model in Square Contingency Tables
Springer Science and Business Media LLC - Tập 84 - Trang 708-721 - 2022
Shuji Ando
When the concerned model does not fit the data, we may be interested in measuring the degree of deviance from the concerned model. This study proposes a measure for simultaneously analyzing the degree and direction of deviance from the generalized marginal mean equality model based on the ordered scores for each category. Previous study proposed a measure for analyzing both the degree and directio... hiện toàn bộ
Review of Statistical Approaches for Modeling High-Frequency Trading Data
Springer Science and Business Media LLC - Tập 85 - Trang 1-48 - 2022
Chiranjit Dutta, Kara Karpman, Sumanta Basu, Nalini Ravishanker
Due to technological advancements over the last two decades, algorithmic trading strategies are now widely used in financial markets. In turn, these strategies have generated high-frequency (HF) data sets, which provide information at an extremely fine scale and are useful for understanding market behaviors, dynamics, and microstructures. In this paper, we discuss how information flow impacts the ... hiện toàn bộ
Doubly Weighted Estimation Approach for Linear Regression Analysis with Two-stage Cluster Samples
Springer Science and Business Media LLC - Tập 86 Số 1 - Trang 55-90 - 2024
Brajendra C. Sutradhar
Tổng số: 210   
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