Minimax estimation of the parameters of the multivariate hypergeometric distribution
S. Trybuła (1985)
Applicationes Mathematicae
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S. Trybuła (1985)
Applicationes Mathematicae
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Christos P. Kitsos, Vassilios G. Vassiliadis, Thomas L. Toulias (2014)
Discussiones Mathematicae Probability and Statistics
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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...
M. Kałuszka (1988)
Applicationes Mathematicae
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J. Lehn, L. Chen, J. Eichenauer-Herrmann (1990)
Metrika
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G. Heinrich, U. Jensen (1995)
Metrika
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Stanisław Trybuła (2002)
Applicationes Mathematicae
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The problem of minimax estimation of parameters of multinomial distribution is considered for a loss function being the sum of the losses of the statisticians taking part in the estimation process.
T. Royen (1991)
Metrika
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S.R. Patel (1978)
Metrika
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José María Sarabia, Emilio Gómez-Déniz (2008)
SORT
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The construction of multivariate distributions is an active field of research in theoretical and applied statistics. In this paper some recent developments in this field are reviewed. Specifically, we study and review the following set of methods: (a) Construction of multivariate distributions based on order statistics, (b) Methods based on mixtures, (c) Conditionally specified distributions, (d) Multivariate skew distributions, (e) Distributions based on the method of the variables...
Chunsheng Ma (1996)
Metrika
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Vernic, Raluca (2005)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Tabatabai, M.A. (1995)
Southwest Journal of Pure and Applied Mathematics [electronic only]
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W. Fieger, W. Bischoff (1991)
Metrika
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S. Trybuła (1978)
Applicationes Mathematicae
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Jiandong Ren, Ricardas Zitikis (2017)
Dependence Modeling
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We introduce a compound multivariate distribution designed for modeling insurance losses arising from different risk sources in insurance companies. The distribution is based on a discrete-time Markov Chain and generalizes the multivariate compound negative binomial distribution, which is widely used for modeling insurance losses.We derive fundamental properties of the distribution and discuss computational aspects facilitating calculations of risk measures of the aggregate loss, as...