Temat: hazard rate - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: MLE for the γ-order Generalized Normal Distribution
Autorzy:: Kitsos, Christos
Vassiliadis, Vassilios
Toulias, Thomas
Powiązania:: https://bibliotekanauki.pl/articles/729734.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: γ-order Normal distribution
cumulative distribution
truncated distribution
hazard rate
Maximum likelihood estimation
Opis:: The introduced three parameter (position μ, scale ∑ and shape γ) multivariate generalized Normal distribution (γ-GND) is based on a strong theoretical background and emerged from Logarithmic Sobolev Inequalities. It includes a number of well known distributions such as the multivariate Uniform, Normal, Laplace and the degenerated Dirac distributions. In this paper, the cumulative distribution, the truncated distribution and the hazard rate of the γ-GND are presented. In addition, the Maximum Likelihood Estimation (MLE) method is discussed in both the univariate and multivariate cases and asymptotic results are presented.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 143-158
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Estimation of the hazard rate function with a reduction of bias and variance at the boundary
Autorzy:: Janiszewska, Bożena
Różański, Roman
Powiązania:: https://bibliotekanauki.pl/articles/729696.pdf
Data publikacji:: 2005
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: hazard rate function
multiplicative intensity point process model
Ramlau-Hansen kernel estimator
reduction of the bias
reflection
transformation
Opis:: In the article, we propose a new estimator of the hazard rate function in the framework of the multiplicative point process intensity model. The technique combines the reflection method and the method of transformation. The new method eliminates the boundary effect for suitably selected transformations reducing the bias at the boundary and keeping the asymptotics of the variance. The transformation depends on a pre-estimate of the logarithmic derivative of the hazard function at the boundary.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2005, 25, 1; 5-37
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Binomial ARMA count series from renewal processes
Autorzy:: Koshkin, Sergiy
Cui, Yunwei
Powiązania:: https://bibliotekanauki.pl/articles/729904.pdf
Data publikacji:: 2012
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: integer-valued time series
stochastic difference equations
autoregressive moving average
renewal process
lifetime distribution
probability generating function
palindromic polynomial
constant hazard rate
Opis:: This paper describes a new method for generating stationary integer-valued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the generated time series satisfy causal and invertible ARMA type stochastic difference equations. The result provides an easy method for generating integer-valued time series with ARMA type autocovariance functions. Examples of generating binomial ARMA(p,p-1) series from lifetime distributions with constant hazard rates after lag p are given as an illustration.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2012, 32, 1-2; 5-16
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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