Dependent random variables with a given marginal distribution
Jiří Anděl (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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Displaying similar documents to “ Time Series with Approximated Beta Marginal”
Dependent random variables with a given marginal distribution
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Jiří Anděl, María Gómez, Carlos Vega (1989)
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Olapade, A.K. (2004)
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Miroslav M. Ristić, Biljana Č. Popović (2000)
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Robustness of estimation of first-order autoregressive model under contaminated uniform white noise
Karima Nouali (2009)
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The first-order autoregressive model with uniform innovations is considered. In this paper, we study the bias-robustness and MSE-robustness of modified maximum likelihood estimator of parameter of the model against departures from distribution of white noise. We used the generalized Beta distribution to describe these departures.
AR(1) processes with given moments of marginal distribution
Jiří Anděl (1989)
Kybernetika
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Univariate parametric survival analysis using GS-distributions.
Albert Sorribas, José M. Muiño, Montserrat Rué, Joan Fibla (2006)
SORT
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The GS-distribution is a family of distributions that provide an accurate representation of any unimodal univariate continuous distribution. In this contribution we explore the utility of this family as a general model in survival analysis. We show that the survival function based on the GS-distribution is able to provide a model for univariate survival data and that appropriate estimates can be obtained. We develop some hypotheses tests that can be used for checking the underlying survival...