Zobrazeno 1 - 10
of 209
pro vyhledávání: '"L.R. Shenton"'
Autor:
Hrishikesh D. Vinod, L.R. Shenton
Publikováno v:
Econometric Theory. 12:481-499
For a first-order autoregressive AR(1) model with zero initial value, xi= axi−1,_, + ei, we provide the bias, mean squared error, skewness, and kurtosis of the maximum likelihood estimator â. Brownian motion approximations by Phillips (1977, Econo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99bdf544a58c98d055ed40c792fb650a
https://doi.org/10.1017/s0266466600006824
https://doi.org/10.1017/s0266466600006824
Autor:
Hrishikesh D. Vinod, L.R. Shenton
Publikováno v:
Journal of Computational and Applied Mathematics. 61(2):231-243
For a first-order autoregressive AR(1) model with zero initial value, xt = αxt−1 + et, we provide closed-form analytical expressions for the asymptotic bias and variance of the maximum likelihood (ML) estimator α = ∑ 1 n x t x t−1 ∑ 1 n−1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::269a52fb620e3370b9538ea19210ed7a
Autor:
K.O. Bowman, L.R. Shenton
Publikováno v:
Encyclopedia of Biostatistics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f48b2c1a85715f7321510272ffd62d38
https://doi.org/10.1002/0470011815.b2a15048
https://doi.org/10.1002/0470011815.b2a15048
Autor:
L.R. Shenton, Kimiko o Bowman
Publikováno v:
Communications in Statistics - Simulation and Computation. 12:697-710
A new algorithm is stated for the evaluation of the maximum likelihood estimators of the two-parameter gamma density. This, along with other approximations, is used to evaluate by quadrature, moments of the estimators of the shape and scale parameter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c568a50ebbfd5da312be8fbfca2d5dea
https://doi.org/10.1080/03610918308812353
https://doi.org/10.1080/03610918308812353
Publikováno v:
Journal of Computational and Applied Mathematics. 11(1):57-68
For certain integrals, with one-signed integrands, bounds depending on a parameter can be constructed. Sharpness of the bounds can be improved by fragmentation of the interval; this device is the basis of most quadrature formulas.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ec5afc2615cb6c82b0e92843d0c775c
Autor:
K. O. Bowman, L.R. Shenton
Publikováno v:
Communications in Statistics - Simulation and Computation. 9:127-132
A rational fraction approximation is given for a function of one of the parameters defining Johnson's SUError assessment for a segment of the domain of validity shows remarkable accuracy.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::255798af3aee8366779ca3d9385db50b
https://doi.org/10.1080/03610918008812142
https://doi.org/10.1080/03610918008812142
Autor:
L.R. Shenton, K. O. Bowman
Publikováno v:
Annals of the Institute of Statistical Mathematics. 38:233-243
An urn contains balls ofs different colors. The problem of the reinforcement of a specified color and random depletion of balls has been considered by Bernard (1977,Bull. Math. Biol.,39, 463–470) and Shenton (1981,Bull. Math. Biol.,43, 327–340),
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d64507eecda52e9526c0836c383c9393
https://doi.org/10.1007/bf02482513
https://doi.org/10.1007/bf02482513
Autor:
L.R. Shenton, Adrienne W. Kemp
Publikováno v:
Journal of Computational and Applied Mathematics. 25(1):121-124
Conjectures about an S-fraction associated with ln2(1 + x) are proved, and inequalities for ln2(1 + x) are derived.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78004752a211ee40feac633dca463c0a
Publikováno v:
Communications in Statistics - Simulation and Computation. 16:1147-1188
A new algorithm is introduced for the solution of the three parameter model, in which s , a , p refer to the maximum likelihood estimators of the threshold, scale, and shape parameters respectively. This basically pivots on an equation for the thresh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c86445d7d1b3cfb1f66530ec3a09746
https://doi.org/10.1080/03610918708812643
https://doi.org/10.1080/03610918708812643
Autor:
Kimiko o Bowman, L.R. Shenton
Publikováno v:
Communications in Statistics - Simulation and Computation. 14:867-893
The ratio of the sample variance to the sample mean estimates a simple function of the parameter which measures the departure of the Poisson-Poisson from the Poisson distribution. Moment series to order n−24 are given for related estimators. In one
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d57411939166ab8f7e66b975599cd273
https://doi.org/10.1080/03610918508812480
https://doi.org/10.1080/03610918508812480