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Let <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\mathcal{M }_{\underline{i}}$$</EquationSource> </InlineEquation> be an exponential family of densities on <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$[0,1]$$</EquationSource> </InlineEquation> pertaining to a vector of orthonormal functions <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$b_{\underline{i}}=(b_{i_1}(x),\ldots ,b_{i_p}(x))^\mathbf{T}$$</EquationSource> </InlineEquation> and consider a problem of estimating a density <InlineEquation ID="IEq6"> <EquationSource Format="TEX">$$f$$</EquationSource> </InlineEquation> belonging to such family for...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010995084
The preliminary test ridge regression estimators (P T R R E) based on the Wald (W), Likelihood Ratio (L R) and Lagrangian Multiplier (L M) tests for estimating the regression parameters has been considered in this paper. Here we consider the multiple regression model with student t error...
Persistent link: https://www.econbiz.de/10005375817
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The problem of testing independence in a two component series system is considered. The joint distribution of component lifetimes is modeled by the Pickands bivariate exponential distribution, which includes the widely used Marshall and Olkin’s distribution and the Gumbel’s type II...
Persistent link: https://www.econbiz.de/10005756428