On moment-type estimators for a class of log-symmetric distributions

Detalhes bibliográficos
Autor(a) principal: Balakrishnan, N.
Data de Publicação: 2017
Outros Autores: Saulo, Helton, Bourguignon, Marcelo, Zhu, Xiaojun
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFRN
Texto Completo: https://repositorio.ufrn.br/handle/123456789/49679
Resumo: In this paper, we propose three simple closed form estimators for a class of log-symmetric distributions on R+. The proposed methods make use of some key properties of this class of distributions.We derive the asymptotic distributions of these estimators. The performance of the proposed estimators are then compared with those of themaximum likelihood estimators through MonteCarlo simulations. Finally, some illustrative examples are presented to illustrate the methods of estimation developed here.
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spelling Balakrishnan, N.Saulo, HeltonBourguignon, MarceloZhu, Xiaojun2022-11-08T18:46:52Z2022-11-08T18:46:52Z2017BALAKRISHNAN, N.; et al. On moment-type estimators for a class of log-symmetric distributions. Computacional Statistics, v. 32, p. 1339-1355, 2017. Disponível em: https://link.springer.com/article/10.1007%2Fs00180-017-0722-6. Acesso em: 07 dez. 2017.https://repositorio.ufrn.br/handle/123456789/4967910.1007/s00180-017-0722-6Computacional StatisticsAsymptotic normalityHodges–Lehmann estimatorLog-symmetric distributionsMaximum likelihood estimatorMoment estimatorModified moment estimatorOn moment-type estimators for a class of log-symmetric distributionsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleIn this paper, we propose three simple closed form estimators for a class of log-symmetric distributions on R+. The proposed methods make use of some key properties of this class of distributions.We derive the asymptotic distributions of these estimators. The performance of the proposed estimators are then compared with those of themaximum likelihood estimators through MonteCarlo simulations. Finally, some illustrative examples are presented to illustrate the methods of estimation developed here.info:eu-repo/semantics/openAccessengreponame:Repositório Institucional da UFRNinstname:Universidade Federal do Rio Grande do Norte (UFRN)instacron:UFRNLICENSElicense.txtlicense.txttext/plain; charset=utf-81748https://repositorio.ufrn.br/bitstream/123456789/49679/2/license.txt8a4605be74aa9ea9d79846c1fba20a33MD52123456789/496792022-11-08 15:48:21.448oai:https://repositorio.ufrn.br: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Repositório de PublicaçõesPUBhttp://repositorio.ufrn.br/oai/opendoar:2022-11-08T18:48:21Repositório Institucional da UFRN - Universidade Federal do Rio Grande do Norte (UFRN)false
dc.title.pt_BR.fl_str_mv On moment-type estimators for a class of log-symmetric distributions
title On moment-type estimators for a class of log-symmetric distributions
spellingShingle On moment-type estimators for a class of log-symmetric distributions
Balakrishnan, N.
Asymptotic normality
Hodges–Lehmann estimator
Log-symmetric distributions
Maximum likelihood estimator
Moment estimator
Modified moment estimator
title_short On moment-type estimators for a class of log-symmetric distributions
title_full On moment-type estimators for a class of log-symmetric distributions
title_fullStr On moment-type estimators for a class of log-symmetric distributions
title_full_unstemmed On moment-type estimators for a class of log-symmetric distributions
title_sort On moment-type estimators for a class of log-symmetric distributions
author Balakrishnan, N.
author_facet Balakrishnan, N.
Saulo, Helton
Bourguignon, Marcelo
Zhu, Xiaojun
author_role author
author2 Saulo, Helton
Bourguignon, Marcelo
Zhu, Xiaojun
author2_role author
author
author
dc.contributor.author.fl_str_mv Balakrishnan, N.
Saulo, Helton
Bourguignon, Marcelo
Zhu, Xiaojun
dc.subject.por.fl_str_mv Asymptotic normality
Hodges–Lehmann estimator
Log-symmetric distributions
Maximum likelihood estimator
Moment estimator
Modified moment estimator
topic Asymptotic normality
Hodges–Lehmann estimator
Log-symmetric distributions
Maximum likelihood estimator
Moment estimator
Modified moment estimator
description In this paper, we propose three simple closed form estimators for a class of log-symmetric distributions on R+. The proposed methods make use of some key properties of this class of distributions.We derive the asymptotic distributions of these estimators. The performance of the proposed estimators are then compared with those of themaximum likelihood estimators through MonteCarlo simulations. Finally, some illustrative examples are presented to illustrate the methods of estimation developed here.
publishDate 2017
dc.date.issued.fl_str_mv 2017
dc.date.accessioned.fl_str_mv 2022-11-08T18:46:52Z
dc.date.available.fl_str_mv 2022-11-08T18:46:52Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.citation.fl_str_mv BALAKRISHNAN, N.; et al. On moment-type estimators for a class of log-symmetric distributions. Computacional Statistics, v. 32, p. 1339-1355, 2017. Disponível em: https://link.springer.com/article/10.1007%2Fs00180-017-0722-6. Acesso em: 07 dez. 2017.
dc.identifier.uri.fl_str_mv https://repositorio.ufrn.br/handle/123456789/49679
dc.identifier.doi.none.fl_str_mv 10.1007/s00180-017-0722-6
identifier_str_mv BALAKRISHNAN, N.; et al. On moment-type estimators for a class of log-symmetric distributions. Computacional Statistics, v. 32, p. 1339-1355, 2017. Disponível em: https://link.springer.com/article/10.1007%2Fs00180-017-0722-6. Acesso em: 07 dez. 2017.
10.1007/s00180-017-0722-6
url https://repositorio.ufrn.br/handle/123456789/49679
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Computacional Statistics
publisher.none.fl_str_mv Computacional Statistics
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFRN
instname:Universidade Federal do Rio Grande do Norte (UFRN)
instacron:UFRN
instname_str Universidade Federal do Rio Grande do Norte (UFRN)
instacron_str UFRN
institution UFRN
reponame_str Repositório Institucional da UFRN
collection Repositório Institucional da UFRN
bitstream.url.fl_str_mv https://repositorio.ufrn.br/bitstream/123456789/49679/2/license.txt
bitstream.checksum.fl_str_mv 8a4605be74aa9ea9d79846c1fba20a33
bitstream.checksumAlgorithm.fl_str_mv MD5
repository.name.fl_str_mv Repositório Institucional da UFRN - Universidade Federal do Rio Grande do Norte (UFRN)
repository.mail.fl_str_mv
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