Displaying similar documents to “Statistical decision for bivariate extremes”

Goodness-of-fit test for the family of logistic distributions.

N. Aguirre, Mikhail S. Nikulin (1994)

Qüestiió

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Chi-squared goodness-of-fit test for the family of logistic distributions id proposed. Different methods of estimation of the unknown parameters θ of the family are compared. The problem of homogeneity is considered.

An exploratory canonical analysis approach for multinomial populations based on the φ -divergence measure

Julio A. Pardo, Leandro Pardo, María Del Carmen Pardo, K. Zografos (2004)

Kybernetika

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In this paper we consider an exploratory canonical analysis approach for multinomial population based on the φ -divergence measure. We define the restricted minimum φ -divergence estimator, which is seen to be a generalization of the restricted maximum likelihood estimator. This estimator is then used in φ -divergence goodness-of-fit statistics which is the basis of two new families of statistics for solving the problem of selecting the number of significant correlations as well as the...

Some aspects of parameter inference for nearly nonstationary and nearly non invertible ARMA models (II).

Juha Ahtola, George C. Tiao (1984)

Qüestiió

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This article will extend the discussion in Ahtola and Tiao (1984a) of the finite sample distribution of the score function in nearly nonstationary first order autoregressions to nearly noninvertible first order moving average models. This distribution theory can be used to appreciate the behavior of the score function in situations where the asymptotic normal theory is known to give poor approximations in finite samples. The approximate distributions suggested here can be...