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The limiting distributions of the extremes of mixed exponential distributions and the associated rates of convergence are derived. The practical values of the results are illustrated by a numerical study.
Persistent link: https://www.econbiz.de/10010869887
An alternative inverse Gaussian distribution expressed in terms of the Bessel function is introduced. Both theoretical and empirical motivation is provided. Various particular cases and expressions for moments are derived. Estimation procedures by the method of moments and the method of maximum...
Persistent link: https://www.econbiz.de/10010870676
In this paper, based on moment-type and location invariant Hill estimators, a new kind of location invariant moment-type extreme value index estimator is proposed. The weak and strong consistency of the estimator are discussed. The asymptotic expansion of the estimator and its distribution are...
Persistent link: https://www.econbiz.de/10010749159
One of the traditional models for growth data is the logistic distribution. In this note, a collection of more flexible models referred to as compound growth distributions is derived. The corresponding estimation procedures are established by the method of moments. The superior performance and...
Persistent link: https://www.econbiz.de/10010749536
Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its probability density function (pdf). A...
Persistent link: https://www.econbiz.de/10010749904