کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151050 958182 2009 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Inference for the positive stable laws based on a special quadratic distance
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Inference for the positive stable laws based on a special quadratic distance
چکیده انگلیسی

Inference methods for the positive stable laws, which have no closed form expression for the density functions are developed based on a special quadratic distance using negative moments. Asymptotic properties of the quadratic distance estimator (QDE) are established. The QDE is shown to have asymptotic relative efficiency close to 1 for almost all the values of the parameter space.Goodness-of-fit tests are also developed for testing the parametric families and practical numerical techniques are considered for implementing the methods. With simple and efficient methods to estimate the parameters, positive stable laws could find new applications in actuarial science for modelling insurance claims and lifetime data.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 6, Issue 2, March 2009, Pages 147–156
نویسندگان
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