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A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution

George Tzavelas (2012)

Applications of Mathematics

The maximum likelihood estimators of the parameters for the 3-parameter Weibull distribution do not always exist. Furthermore, computationally it is difficult to find all the solutions. Thus, the case of missing some solutions and among them the maximum likelihood estimators cannot be excluded. In this paper we provide a simple rule with help of which we are able to know if the system of the log-likelihood equations has even or odd number of solutions. It is a useful tool for the detection of all...

Blended φ -divergences with examples

Václav Kůs (2003)

Kybernetika

Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences D 0 and D 1 given in advance. Several examples...

Estimation of the spectral moment by means of the extrema.

Enrique M. Cabaña (1985)

Trabajos de Estadística e Investigación Operativa

An estimator of the standard deviation of the first derivative of a stationary Gaussian process with known variance and two continuous derivatives, based on the values of the relative maxima and minima, is proposed, and some of its properties are considered.

Geometría estadística en los espacios de distancia y secuencia: dos aplicaciones.

Eladio Barrio, Celia Buades, Andrés Moya (1992)

Qüestiió

La Geometría estadística es un método complementario a los desarrollados hasta el momento para la inferencia y evaluación de las relaciones filogenéticas entre entidades emparentadas, y que permite decidir si la estructura filogenética obtenida tiene una configuración de árbol, de estrella o de red.El objetivo de este trabajo consiste en poner de manifiesto que, si bien la geometría estadística puede ayudar a decidir entre grandes topologías, no puede decidir entre tipos específicos de topologías....

Linear-quadratic estimators in a special structure of the linear model

Gejza Wimmer (1995)

Applications of Mathematics

The paper deals with the linear model with uncorrelated observations. The dispersions of the values observed are linear-quadratic functions of the unknown parameters of the mean (measurements by devices of a given class of precision). Investigated are the locally best linear-quadratic unbiased estimators as improvements of locally best linear unbiased estimators in the case that the design matrix has none, one or two linearly dependent rows.

Nuevas medidas de información paramétricas reales basadas en la matriz de Fisher.

Agustín Turrero Nogués (1989)

Trabajos de Estadística

Se proponen en este trabajo nuevos funcionales reales de la matriz de información de Fisher como medidas de información paramétricas. Se analizan las propiedades de dichas medidas. Se presenta un método sencillo, basado en la matriz de Fisher, para obtener medidas de información paramétricas reales con la propiedad de invariancia bajo transformaciones biyectivas del espacio paramétrico.

On inconsistency of Hellwig's variable choice method in regression models

Tadeusz Bednarski, Filip Borowicz (2009)

Discussiones Mathematicae Probability and Statistics

It is shown that a popular variable choice method of Hellwig, which is recommended in the Polish econometric textbooks does not enjoy a very basic consistency property. It means in particular that the method may lead to rejection of significant variables in econometric modeling. A simulation study and a real data analysis case are given to support theoretical results.

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