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A new count data model applied in the analysis of vaccine adverse events and insurance claims

Dar, Showkat Ahmad; Hassan, Anwar; Ahmad, Peer Bilal; … - In: Statistics in transition : an international journal of … 22 (2021) 3, pp. 157-174

describes the proposed model's parameter estimation, performed by means of the maximum likelihood method. Finally, real data …

Persistent link: https://www.econbiz.de/10012655817

Power size biased two-parameter Akash distribution

Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 73-91

, coefficient of variation, coefficient of skewness, coefficient of kurtosis, the maximum likelihood estimation of the distribution …

Persistent link: https://www.econbiz.de/10012291642

Zero-modified Poisson-Modification of Quasi Lindley distribution and its application

Tharshan, Ramajeyam; Wijekoon, Pushpakanthie - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 113-128

) estimation method is used for the unknown parameter estimation. A simulation study is conducted in order to evaluate the … asymptotic theory of the ML estimation method and to show the superiority of the ML method over the method of moments estimation …

Persistent link: https://www.econbiz.de/10014287906

Fitting a Distribution to Survey Data for the Half-Life of Deviations from PPP

Fisher, Mark - 2017

This note presents a nonparametric Bayesian approach to fitting a distribution to the survey data provided in Kilian and Zha (2002) regarding the prior for the half-life of deviations from purchasing power parity (PPP). A point mass at infinity is included. The unknown density is represented as...

Persistent link: https://www.econbiz.de/10012970453

Quantifying the Half-Life of Deviations from PPP : The Role of Economic Priors

Kilian, Lutz - 2015

The half-life of deviations from purchasing power parity (PPP) plays a central role in the ongoing debate about the ability of macroeconomic models to account for the time series behavior of the real exchange rate. The main contribution of this paper is a general framework in which alternative...

Persistent link: https://www.econbiz.de/10013032672

Record data from Kies distribution and related statistical inferences

Al-Olaimat, Nesreen M.; Bayoud, Husam A.; Raqab, Mohammad Z. - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 153-170

LINEX loss functions. The proposed estimation methods have been investigated and compared via simulation studies. A real …

Persistent link: https://www.econbiz.de/10012818209

Objective Bayesian meta-analysis based on generalized multivariate random effects model

Bodnar, Olha; Bodnar, Taras - 2021

Persistent link: https://www.econbiz.de/10012604816

Multivariate student versus multivariate Gaussian regression models with application to finance

Thi Huong An Nguyen; Ruiz-Gazen, Anne; Thomas-Agnan, … - In: Journal of risk and financial management : JRFM 12 (2019) 1/28, pp. 1-21

To model multivariate, possibly heavy-tailed data, we compare the multivariate normal model (N) with two versions of the multivariate Student model: the independent multivariate Student (IT) and the uncorrelated multivariate Student (UT). After recalling some facts about these distributions and...

Persistent link: https://www.econbiz.de/10012022338

Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution : Application to Lottery Experiments

Kontek, Krzysztof - 2010

This paper deals with estimating peaked densities over the interval [0,1] using two-sided power distribution (Kotz, van Dorp, 2004). Such data were encountered in experiments determining certainty equivalents of lotteries (Kontek, 2010). This paper summarizes the basic properties of the...

Persistent link: https://www.econbiz.de/10013144242

Estimating the Degrees of Freedom of the Realized Volatility Wishart Autoregressive Model

Bonato, Matteo - 2009

In this paper an in-depth analysis of the estimation of the realized volatility Wishart Autoregressive model is … presented. We focus in particular on the estimation of the degrees of freedom. A new estimator is proposed. Monte Carlo …

Persistent link: https://www.econbiz.de/10012718762