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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...
Persistent link: https://www.econbiz.de/10012611212
Persistent link: https://www.econbiz.de/10012635366
In this paper, we propose a three-parameter generalized von Mises distribution, called the asymmetric generalized von Mises (AGvM) distribution, which is an extension of the von Mises (vM) distribution, and a subclass of the generalized von Mises (GvM) distribution introduced by Gatto and...
Persistent link: https://www.econbiz.de/10010998580
In many practical problems, one needs to compare variabilities of several multidimensional populations. The concept of standardized generalized variance (SGV) is introduced as an extension of the concept of GV. Considering multivariate normal populations of possibly different dimensions and...
Persistent link: https://www.econbiz.de/10005221199
Persistent link: https://www.econbiz.de/10007346071
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...
Persistent link: https://www.econbiz.de/10009279032
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...
Persistent link: https://www.econbiz.de/10012171408
Persistent link: https://www.econbiz.de/10010139155
Persistent link: https://www.econbiz.de/10006601068
Persistent link: https://www.econbiz.de/10005760297