The problem of estimating order-restricted scale parameters of two Gamma distributions is considered under the Pitman closeness criterion. A class of isotonic estimators including the MLE is proposed. Some properties of this class of isotonic estimators is given under the Pitman closeness...

We present a new generalized family of skew two-piece skew-elliptical (GSTPSE) models and derive some its statistical properties. It is shown that the new family of distribution may be written as a mixture of generalized skew elliptical distributions. Also, a new representation theorem for a...

We study the asymptotic behaviors for estimators of the parameters in the non-stationary Ornstein–Uhlenbeck process with linear drift. The law of iterated logarithm and limiting distribution for the estimators are obtained. Copyright Springer-Verlag Berlin Heidelberg 2015