Similar Search Results

Shanker, Rama; Shukla, Kamlesh Kumar - In: Statistics in Transition New Series 21 (2020) 3, pp. 53-71

distribution. Its moments and momentsbased measures are derived and discussed. Statistical properties, including the hazard rate …-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating …

Persistent link: https://www.econbiz.de/10012600258

Power Size Biased Two-Parameter Akash Distribution

Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in Transition New Series 21 (2020) 3, pp. 73-91

(PSBTPAD). Several statistical properties of PSBTPAD distribution are proved. These properties include the following: moments …

Persistent link: https://www.econbiz.de/10012600259

Marshall-Olkin Power Lomax distribution for modeling of wind speed data

Ul Haq, Muhammad Ahsan; Rao, G. Srinivasa; Albassam, … - In: Energy Reports 6 (2020), pp. 1118-1123

Accurate collection of wind speed records is significant for numerous wind power applications. The present investigation aims to highlight the use of the Marshall-Olkin Power Lomax (MOPLx) distribution for wind speed data. We examine the actual wind speed records gathered from three stations...

Persistent link: https://www.econbiz.de/10012652468

Moments, shocks and spillovers in Markov switching VAR models

van Dijk, Dick; Kole, Erik - 2021

these analyses. We first derive first and second moments conditional on only a set of regime probabilities. Next, we propose … generalized impulse response functions of first and second moments to shocks originating from the regime process, the structural …

Persistent link: https://www.econbiz.de/10012797238

On the Kavya-Manoharan-Burr X model: Estimations under ranked set sampling and applications

Hassan, Osama H. Mahmoud; Elbatal, Ibrahim; Al-Nefaie, … - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-20

A new two-parameter model is proposed using the Kavya-Manoharan (KM) transformation family and Burr X (BX) distribution. The new model is called the Kavya-Manoharan-Burr X (KMBX) model. The statistical properties are obtained, involving the quantile (QU) function, moment (MOs), incomplete MOs,...

Persistent link: https://www.econbiz.de/10014332794

Indirect inference and small sample bias - Some recent results

Meenagh, David; Minford, Patrick; Xu, Yongdeng - 2023

Macroeconomic researchers use a variety of estimators to parameterise their models empirically. One such is FIML; another is a form of indirect inference we term "informal" under which data features are "targeted" by the model -i.e. parameters are chosen so that model-simulated features...

Persistent link: https://www.econbiz.de/10014480499

Targeting moments for calibration compared with indirect inference

Meenagh, David; Minford, Patrick; Xu, Yongdeng - 2022

of certain data moments; the modelís simulated performance for other moments is then compared to the data for these as an … Inference, FII, chooses a set of moments as the auxiliary model and computes the Wald statistic for the joint distribution of … these moments according to the structural DSGE model; it tests the model according to the probability of obtaining the data …

Persistent link: https://www.econbiz.de/10014480592

The role of fiscal policy: A survey of recent empirical findings

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick - 2023

DSGE models based on New Keynesian principles, which have been extended to allow for banking, the zero lower bound on interest rates (ZLB), and varying price duration, can account well for recent macroeconomic behavior across a variety of economies. These models Önd that active Öscal policy...

Persistent link: https://www.econbiz.de/10014480698

Neumann series on the recursive moments of copula-dependent aggregate discounted claims

Ramli, Siti Norafidah Mohd; Jang, Jiwook - In: Risks 2 (2014) 2, pp. 195-210

We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and … of successive approximation to derive the Neumann series of the recursive moments. We then compute the first two moments …

Persistent link: https://www.econbiz.de/10010421264

Weighted generalized beta distribution of the second kind and related distributions

Ye, Yuan; Oluyede, Broderick O.; Pararai, Mavis - In: Journal of Statistical and Econometric Methods 1 (2012) 1, pp. 13-31

, moments, variance, coefficients of variation, skewness and kurtosis are obtained. The moments of other weighted distributions …

Persistent link: https://www.econbiz.de/10010281950