개인구독
소속 기관이 없으신 경우, 개인 정기구독을 하시면 저렴하게
논문을 무제한 열람 이용할 수 있어요.
지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제27권 제1호
- 발행연도
- 2020.1
- 수록면
- 97 - 108 (12page)
이용수
초록· 키워드
오류제보하기
This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.
목차
Abstract
1. Introduction
2. The normal inverse Gaussian distribution
3. Adjusted methods of parameter estimation
4. Data analysis
5. Conclusion
References
참고문헌 (0)
참고문헌 신청함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Modified inverse moment estimation: its principle and applications
CSAM(Communications for Statistical Applications and Methods)
2016 .11
-
New generalized inverse Weibull distribution for lifetime modeling
CSAM(Communications for Statistical Applications and Methods)
2016 .03
-
Normal inverse Gaussian 분포에서 모수추정의 보정 방법 연구
응용통계연구
2016 .06
-
Generalized half-logistic Poisson distributions
CSAM(Communications for Statistical Applications and Methods)
2017 .07
-
Estimation of structural vector autoregressive models
CSAM(Communications for Statistical Applications and Methods)
2017 .09
-
A two-parameter discrete distribution with a bathtub hazard shape
CSAM(Communications for Statistical Applications and Methods)
2017 .01
-
Novel estimation based on a minimum distance under the progressive Type-II censoring scheme
CSAM(Communications for Statistical Applications and Methods)
2023 .07
-
On the maximum likelihood estimation for a normal distribution under random censoring
CSAM(Communications for Statistical Applications and Methods)
2018 .11
-
Gradual Change Estimation in AR(1) Models
Quantitative Bio-Science
2020 .11
-
Estimation for a half-triangular distribution based on unified hybrid censored sample
한국데이터정보과학회지
2018 .11
-
Maximum penalized likelihood estimation for a stress-strength reliability model using complete and incomplete data
CSAM(Communications for Statistical Applications and Methods)
2018 .07
-
Estimation of the exponentiated half-logistic distribution based on multiply Type-I hybrid censoring
CSAM(Communications for Statistical Applications and Methods)
2020 .01
-
Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation
CSAM(Communications for Statistical Applications and Methods)
2021 .11
-
The comparative studies on stress-strength reliability for Rayleigh distribution
한국데이터정보과학회지
2018 .07
-
Approximate maximum product spacing estimation of Weibull distribution under progressive hybrid censoring
한국데이터정보과학회지
2022 .01
-
Approximate maximum product spacings estimation of exponential distribution under multiply hybrid censored data
한국데이터정보과학회지
2023 .01
-
On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring
CSAM(Communications for Statistical Applications and Methods)
2016 .05
-
Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring
CSAM(Communications for Statistical Applications and Methods)
2020 .07
-
Estimation of Seasonal Cointegration under Conditional Heteroskedasticity
CSAM(Communications for Statistical Applications and Methods)
2015 .11
-
Estimation for the half-logistic distribution based on generalized progressive hybrid censoring
한국데이터정보과학회지
2018 .07
이 논문의 저자 정보
최근 본 자료
댓글(0)
0
UCI(KEPA) : I410-ECN-0101-2023-310-001441840