Estimate of stability of reconstruction of the exponential type

DOI10.1007/BF02432368MaRDI QIDQ1286618zbMATH OpenFDO

Authors Alexandra P. Ushakova

Publication date 2 May 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02432368

zbMATH Keywords

distribution classesinvariant statisticsmultiplicative exponential typereconstruction of the distribution types

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Review text

A class of distributions is called of multiplicative (additive) type if it consists of all distribution functions of the form \(F(x/b)\), \(b>0\) (respectively, \(F(x-a), -\infty<a <\infty)\). The present paper investigates and derives suitable estimates for the stability of reconstruction of the multiplicative exponential type. The comparison with other existing estimates is proposed.

Recommendations

• An estimate of stability of the reconstruction of the normal multiplicative type
• On estimation of stability in the problem of reconstructing symmetric types of distributions
• Estimates of stability of characterization of additive types of distributions

Cites work

• Estimates of stability of characterization of additive types of distributions
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• scientific article; zbMATH DE number 3155202 (Why is no real title available?)
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• On estimation of stability in the problem of reconstructing symmetric types of distributions
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Cited in

(4)

• Estimates of stability of characterization of additive types of distributions
• On estimation of stability in the problem of reconstructing symmetric types of distributions
• An estimate of stability of the reconstruction of the normal multiplicative type
• Stability estimates in the problem of reconstruction of summands distribution from the distribution of their sum

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