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Persistent link: https://www.econbiz.de/10015211712
A random variable is difference-form decomposable (DFD) if it may be written as the difference of two i.i.d. random terms. We show that densities of such variables exhibit a remarkable degree of structure. Specifically, a DFD density can be neither approximately uniform, nor quasiconvex, nor...
Persistent link: https://www.econbiz.de/10014232086
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...
Persistent link: https://www.econbiz.de/10013428844
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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...
Persistent link: https://www.econbiz.de/10013444146
A random variable is difference-form decomposable (DFD) if it may be written as the difference of two i.i.d. random terms. We show that densities of such variables exhibit a remarkable degree of structure. Specifically, a DFD density can be neither approximately uniform, nor quasiconvex, nor...
Persistent link: https://www.econbiz.de/10014278201
Summary Stationary multiplier methods are procedures for rounding real probabilities into rational proportions, while the Sainte-Laguë divergence is a reasonable measure for the cumulative error resulting from this rounding step. Assuming the given probabilities to be uniformly distributed, we...
Persistent link: https://www.econbiz.de/10014621302
We compare and investigate Neyman's smooth test, its components, and the Kolmogorov-Smirnov (KS) goodness-of-fit test for testing the uniformity of multivariate forecast densities. Simulations indicate that the KS test lacks power when the forecast distributions are misspecified, especially for...
Persistent link: https://www.econbiz.de/10005495284
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