Zobrazeno 1 - 10
of 201
pro vyhledávání: '"Vila, Roberto"'
Autor:
Vila, Roberto, Saulo, Helton
In this paper, we propose and study closed-form moment type estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators using bootstrap techniques. The estimators are evaluated using M
Externí odkaz:
http://arxiv.org/abs/2409.02204
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties, including th
Externí odkaz:
http://arxiv.org/abs/2408.17410
In this paper, we propose a new distribution over the unit interval which can be characterized as a ratio of the type $Z=Y/(X+Y)$ where $X$ and $Y$ are two correlated Birnbaum-Saunders random variables. The density of $Z$ may be unimodal or bimodal.
Externí odkaz:
http://arxiv.org/abs/2408.00100
In this paper, we propose and investigate closed-form point estimators for a weighted exponential family. We also develop a bias-reduced version of these proposed closed-form estimators through bootstrap methods. Estimators are assessed using a Monte
Externí odkaz:
http://arxiv.org/abs/2405.16192
In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte Carlo simula
Externí odkaz:
http://arxiv.org/abs/2405.14509
The modeling of high-frequency data that qualify financial asset transactions has been an area of relevant interest among statisticians and econometricians -- above all, the analysis of time series of financial durations. Autoregressive conditional d
Externí odkaz:
http://arxiv.org/abs/2308.15571
In this paper, using inverse integral transforms, we derive the exact distribution of the random variable $X$ that is involved in the ratio $Z \stackrel{d}{=} X/(X+Y)$ where $X$ and $Y$ are independent random variables having the same support, and $Z
Externí odkaz:
http://arxiv.org/abs/2307.06817
In this paper, a new approach to bivariate modeling of autoregressive conditional duration (ACD) models is proposed. Specifically, we consider the joint modeling of durations and the number of transactions made during the spell. The proposed bivariat
Externí odkaz:
http://arxiv.org/abs/2306.13764
This work sheds some light on the relationship between a distribution's standard deviation and its range, a topic that has been discussed extensively in the literature. While many previous studies have proposed inequalities or relationships that depe
Externí odkaz:
http://arxiv.org/abs/2303.06839
In this paper, we obtain an upper bound for the Gini mean difference based on mean, variance and correlation for the case when the variables are correlated. We also derive some closed-form expressions for the Gini mean difference when the random vari
Externí odkaz:
http://arxiv.org/abs/2301.07229