- Tytuł:
- Properties of the generalized nonlinear least squares method applied for fitting distribution to data
- Autorzy:
- Benšić, Mirta
- Powiązania:
- https://bibliotekanauki.pl/articles/729766.pdf
- Data publikacji:
- 2015
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
generalized least squares
distribution fitting
generalized method of moments - Opis:
- We introduce and analyze a class of estimators for distribution parameters based on the relationship between the distribution function and the empirical distribution function. This class includes the nonlinear least squares estimator and the weighted nonlinear least squares estimator which has been used in parameter estimation for lifetime data (see e.g. [6, 8]) as well as the generalized nonlinear least squares estimator proposed in [3]. Sufficient conditions for consistency and asymptotic normality are given. Capability and limitations are illustrated by simulations.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2015, 35, 1-2; 75-94
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł