On estimation of peakedness-ordered distributions
| Autor: | Rongning Wu, Hammou El Barmi |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Estimation 05 social sciences Estimator Density estimation 01 natural sciences 010104 statistics & probability Distribution function 0502 economics and business Statistics Applied mathematics Point (geometry) 0101 mathematics Random variable 050205 econometrics Mathematics |
| Zdroj: | Communications in Statistics - Theory and Methods. 46:4855-4869 |
| ISSN: | 1532-415X 0361-0926 |
| DOI: | 10.1080/03610926.2015.1089291 |
| Popis: | A random variable X is said to be less peaked about a point μ than a random variable Y about a point ν, denoted by X⪯pkd(μ, ν)Y, if This paper develops new consistent estimators of the distribution functions of two continuous random variables X and Y when X is less peaked than Y. Through simulation studies, we show that our estimators outperform in terms of mean-squared error the estimators proposed in El Barmi and Mukerjee (2012) for the same problem. To illustrate the theory, an empirical example is presented. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|