相关论文: Generalized Method of Moments and Percentile Metho…
In this paper, the author presents the generalized form of the Median-Based Unit Rayleigh (MBUR) distribution, a novel statistical distribution that is specifically defined within the interval (0, 1) expressing oscillating hazard rate…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
The analysis of progressively censored data has received considerable attention in the last few years. In this paper we consider the joint progressive censoring scheme for two populations. It is assumed that the lifetime distribution of the…
We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
Recently, Lee and Cha (2015, `On two generalized classes of discrete bivariate distributions', {\it American Statistician}, 221 - 230) proposed two general classes of discrete bivariate distributions. They have discussed some general…
In the present paper, the author discusses the Generalized Odd Median Base Unit Rayleigh (GOMBUR) in relation to the Median Based Unit Rayleigh (MBUR) to evaluate the additive value of the new shape parameter on the estimation process as…
A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…
Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…
The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted,…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
We consider a three-level meta-analysis of standardized mean differences. The standard method of estimation uses inverse-variance weights and REML/PL estimation of variance components for the random effects. We introduce new moment-based…
In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the…
This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matching sample L-moments is known to outperform maximum likelihood…
This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for…
The Global Navigation Satellite System (GNSS) daily position time series are often described as the sum of stochastic processes and geophysical signals which allow studying global and local geodynamical effects such as plate tectonics,…
This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This new method enhances the flexibility and adaptability of…
Measures of relative variability, such as the Pearson's coefficient of variation (CV$_p$), give much insight into the spread of lifetime distributions, like the Weibull distribution. The estimation of the Weibull CV$_p$ in modern statistics…