The estimation of the holding periods of financial products has to be done in a dynamic process in which the size of the observation time interval influences the result. Small intervals will produce smaller average holding periods than bigger ones. The approach developed in this paper offers the...

Let X = (X1,...,Xp) be a stochastic vector having joint density function fX(x) with partitions X1 = (X1,...,Xk) and X2 = (Xk 1,...,Xp). A new method for estimating the conditional density function of X1 given X2 is presented. It is based on locally Gaussian approximations, but simplified in...

In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points ¯θ ∈ (θ0,θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from...

The study describes the general concept of the XLindley distribution. Forms of density and hazard rate functions are investigated. Moreover, precise formulations for several numerical properties of distributions are derived. Extreme order statistics are established using stochastic ordering, the...