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The aim of this article is to obtain a simple and efficient estimator of the index parameter of symmetric stable distribution that holds universally, i.e., over the entire range of the parameter. We appeal to directional statistics on the classical result on wrapping of a distribution in...
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Predictive density for a future observation is derived when the given data comes from circular or spherical distributions. Model robustness of these predictive densities for the circular case is exhibited. Predictive intervals corresponding to the highest density regions are derived and an...
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We consider unrestricted (unordered) parametric hypotheses for multivariate or multiparameter distributions and review some optimality aspects, both exact and asymptotic, for testing of hypotheses possibly in the presence of nuisance parameters. The aim is not to provide an exhaustive review but...
Persistent link: https://www.econbiz.de/10005224078
In this paper, we propose a nonparametric test for homogeneity of overall variabilities for two multi-dimensional populations. Comparisons between the proposed nonparametric procedure and the asymptotic parametric procedure and a permutation test based on standardized generalized variances are...
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The family of Symmetric Wrapped Stable (SWS) distributions can be widely used for modelling circular data. Mixtures of Circular Uniform (CU) with the former also have applications as a larger family of circular distributions to incorporate possible outliers. Restricting ourselves to such a...
Persistent link: https://www.econbiz.de/10005458269
A new model combining parametric and semi-parametric approaches and following the lines of a semi-Markov model is developed for multi-stage processes. A Bivariate sojourn time distribution derived from the bivariate exponential distribution of Marshall & Olkin (1967) is adopted. The results...
Persistent link: https://www.econbiz.de/10005458442