Narrow search
Showing 1 - 10 of 91
Cover Image
Multivariate log-concave distributions as a nearly parametric model
Schuhmacher, Dominic; Hüsler, André; Dümbgen, Lutz - In: Statistics & Risk Modeling 28 (2011) 3, pp. 277-295
) convergence in total variation distance, (ii) convergence of arbitrary moments, and (iii) pointwise convergence of Laplace … existence of nontrivial confidence sets for the moments of an unknown distribution in P d (lc) . Our results are based on …
Persistent link: https://www.econbiz.de/10014621398
Cover Image
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations
Hurn, Aubrey; Jeisman, Joseph; Lindsay, Kenneth - 2007
Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a...
Persistent link: https://www.econbiz.de/10009483276
Cover Image
Moment characterization of higher-order risk preferences
Ebert, Sebastian - In: Theory and Decision 74 (2013) 2, pp. 267-284
statistical moments. Our results, which are generalizations of Roger (Theory Decis, 70(1):27–44, <CitationRef CitationID="CR4 …
Persistent link: https://www.econbiz.de/10010988775
Cover Image
On MLEs in an extended multivariate linear growth curve model
Filipiak, Katarzyna; Rosen, Dietrich - In: Metrika 75 (2012) 8, pp. 1069-1092
In this paper the extended growth curve model is considered. The literature comprises two versions of the model. These models can be connected by one-to-one reparameterizations but since estimators are non-linear it is not obvious how to transmit properties of estimators from one model to...
Persistent link: https://www.econbiz.de/10010994999
Cover Image
Sums, Products and Ratios for Crovelli’s Bivariate Gamma Distribution
Silva, Ana; Rodrigues, Jailson; Chaves, Lucas; Souza, … - In: Water Resources Management 27 (2013) 5, pp. 1363-1376
 = XY and Q = X/(X + Y), as well as their respective moments. Those functions are important hidrological variables. A MAPLE …
Persistent link: https://www.econbiz.de/10010998123
Cover Image
Computing the variance of tour costs over the solution space of the TSP in polynomial time
Sutcliffe, Paul; Solomon, Andrew; Edwards, Jenny - In: Computational Optimization and Applications 53 (2012) 3, pp. 711-728
We give an <Emphasis FontCategory="SansSerif">O(n <Superscript>2</Superscript>) time algorithm to find the population variance of tour costs over the solution space of the n city symmetric Traveling Salesman Problem (TSP). The algorithm has application in both the stochastic case, where the problem is specified in terms of edge costs which are pairwise...</superscript></emphasis>
Persistent link: https://www.econbiz.de/10010998300
Cover Image
Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
Peiris, Shelton - In: Statistical Papers 55 (2014) 2, pp. 513-523
calculates the exact moments up to order 4 under the null hypothesis of no serial correlation when there are many independent …
Persistent link: https://www.econbiz.de/10010998600
Cover Image
Complete characterisation of the customer delay in a queueing system with batch arrivals and batch service
Claeys, Dieter; Laevens, Koenraad; Walraevens, Joris; … - In: Mathematical Methods of Operations Research 72 (2010) 1, pp. 1-23
occasionally been studied. The few papers concerning the customer delay share the common feature that only the moments are … capacity). In this paper, we aim for a complete characterisation—i.e., moments and tail probabilities - of the customer delay … on the moments and the tail probabilities of the customer delay. Copyright Springer-Verlag 2010 …
Persistent link: https://www.econbiz.de/10010999555
Cover Image
The exponentiated Weibull distribution: a survey
Nadarajah, Saralees; Cordeiro, Gauss; Ortega, Edwin - In: Statistical Papers 54 (2013) 3, pp. 839-877
distribution to accommodate nonmonotone hazard rates. The properties reviewed include: moments, order statistics, characterizations …
Persistent link: https://www.econbiz.de/10010848069
Cover Image
The efficiency of the second-order nonlinear least squares estimator and its extension
Kim, Mijeong; Ma, Yanyuan - In: Annals of the Institute of Statistical Mathematics 64 (2012) 4, pp. 751-764
Persistent link: https://www.econbiz.de/10010848640