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Two-Step Sequential Sampling for Gamma Distributions

Moors, J.J.A.; Strijbosch, L.W.G. - Tilburg University, Center for Economic Research - 2002

Persistent link: https://www.econbiz.de/10011090464

Inference robustness in multivariate models with a scale parameter

Fernández, C.; Osiewalski, J.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1995

We formulate a general representation of points z 2 <n

Persistent link: https://www.econbiz.de/10011090637

The continuous multivariate location-scale model revisited : A tale of robustness

Fernández, C.; Osiewalski, J.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1993

Persistent link: https://www.econbiz.de/10011090927

Reference priors in non-normal location problems

Fernández, C.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1995

Persistent link: https://www.econbiz.de/10011091401

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

Magnus, Jan R.; Danilov, D.L. - Tilburg University, Center for Economic Research - 2002

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this...

Persistent link: https://www.econbiz.de/10011091541

Edgeworth Expansions for the Distribution Function of the Hill Estimator

Cuntz, A.; Haeusler, E.; Segers, J.J.J. - Tilburg University, Center for Economic Research - 2003

We establish Edgeworth expansions for the distribution function of the centered and normalized Hill estimator for the positive extreme value index.

Persistent link: https://www.econbiz.de/10011091899