Výsledky vyhledávání - "B.G. Manjunath"

Akademický článek

Mean-of-Order-p Location-Invariant Extreme Value Index Estimation

Autor: M. Ivette Gomes, Lígia Henriques-Rodrigues, B.G. Manjunath

Publikováno v: Revstat Statistical Journal, Vol 14, Iss 3 (2016)

A simple generalisation of the classical Hill estimator of a positive extreme value index (EVI) has been recently introduced in the literature. Indeed, the Hill estimator can be regarded as the logarithm of the mean of order p = 0 of a certain set of

Externí odkaz: https://doaj.org/article/279172750c3f4574ae9b45d5ad6ed04d

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Moments Calculation for the Doubly Truncated Multivariate Normal Density

Autor: Stefan Wilhelm, B.G. Manjunath

Publikováno v: Journal of Behavioral Data Science. 1:13-33

In the present article, we derive an explicit expression for the truncated mean and variance for the multivariate normal distribution with arbitrary rectangular double truncation. We use the moment generating approach of Tallis (1961) and extend it t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f79c8cea3331e0983de6fd513b8a9d6d
https://doi.org/10.35566/jbds/v1n1/p2

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Statistical inference for distributions with one Poisson conditional

Autor: B.G. Manjunath, Barry C. Arnold

Publikováno v: J Appl Stat

It will be recalled that the classical bivariate normal distributions have normal marginals and normal conditionals. It is natural to ask whether a similar phenomenon can be encountered involving Poisson marginals and conditionals. However, it is kno

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b9df595e1af0b79eeca4d9a3a8038c5a
https://pubmed.ncbi.nlm.nih.gov/35707097

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All Conditional Distributions for Y Given X that are Compatible with a Given Conditional Distribution for X Given Y

Autor: Barry C. Arnold, B.G. Manjunath

Publikováno v: Sankhya A. 84:419-426

For a given conditional distribution for X given Y, it is important to identify the class of all conditional distributions for Y given X such that there exists at least one bivariate distribution with the given particular conditional densities. Such

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::94b3bbe58de7a99fb2d85e27a64a31e9
https://doi.org/10.1007/s13171-020-00200-9

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Akademický článek

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Estimation of a Scale Second-Order Parameter Related to the PORT Methodology

Autor: B.G. Manjunath, M. Ivette Gomes, Lígia Henriques-Rodrigues

Publikováno v: Journal of Statistical Theory and Practice. 9:571-599

For heavy right tails and under a semiparametric framework, we introduce a class of location-invariant estimators of a scale second-order parameter and study its asymptotic nondegenerate behavior. This class is based on the PORT methodology, with POR

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::15d0ac6d96f4799ee9e373220e7b56f2
https://doi.org/10.1080/15598608.2014.969816

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Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms

Autor: Lígia Henriques-Rodrigues, M. Ivette Gomes, B.G. Manjunath, M. Isabel Fraga Alves

Publikováno v: Journal of Statistical Computation and Simulation. 83:1129-1144

In this article, we deal with an empirical comparison of two data-driven heuristic procedures of estimation of a positive extreme value index (EVI), working thus with heavy right tails. The semi-parametric EVI-estimators under consideration, the so-c

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::becf55d1739fa592b8065dcf7ae9cab4
https://doi.org/10.1080/00949655.2011.652113

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