On the tiku-suresh method of estimation

DOI10.1080/03610929208830788zbMATH Open0800.62125OpenAlexW2171768696MaRDI QIDQ3135591FDOQ3135591

Authors: David C. Vaughan 

Publication date: 11 October 1993

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830788

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• On the unimodality of the likelihood for the Cauchy distribution
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• Order Statistics Estimators of the Location of the Cauchy Distribution
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• Maximum-Likelihood Estimation, from Censored Samples, of the Parameters of a Logistic Distribution
• Linear Estimation of the Location and Scale Parameters of the Cauchy Distribution Based on Sample Quantiles
• Monte Carlo study of some simple estimators in censored normal samples
• On estimating the scale parameter of the Rayleigh distribution from doubly censored samples
• A Note on Estimation from a Cauchy Sample

Cited In (49)

• Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
• Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
• Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data
• The modified maximum likelihood regression type estimators using bivariate ranked set sampling
• Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions
• Bayesian Inference in Generalized Error and Generalized Student-tRegression Models
• Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
• Estimation and hypothesis testing in BIB design and robustness
• Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods
• A robust unbiased dual to product estimator for population mean through modified maximum likelihood in simple random sampling
• The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution
• Analysis of covariance with non-normal errors
• The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters
• Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
• Estimation of the parameters of the gamma geometric process
• Time series models with asymmetric innovations
• NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS
• Testing the equality of treatment means in one-way ANOVA: Short-tailed symmetric error terms with heterogeneous variances
• Hodges-Lehmann Scale Estimator for Cauchy Distribution
• Estimating parameters in autoregressive models with asymmetric innovations
• Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
• Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions
• Parameter estimation in geometric process with Weibull distribution
• Multiple Linear Regression Model Under Nonnormality
• One-stepM-estimators: Jones and Faddy's skewedt-distribution
• The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling
• Binary Regression with Stochastic Covariates
• Short-tailed distributions and inliers
• A robust adaptive modified maximum likelihood estimator for the linear regression model
• Robust 2^kfactorial design with Weibull error distributions
• Bayesian inference in location-scale distributions with independent bivariate priors
• Bayesian Inference Based on Robust Priors and MML Estimators: Part II, Skew Location-scale Distributions
• Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
• R-Estimator of Location of the Generalized Secant Hyperbolic Distribution
• ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS
• THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
• Estimation and hypothesis testing in the two-stage nested design under nonnormality
• Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution
• MMLEs are as good as M-estimators or better
• Analysis of variance and linear contrasts in experimental design with generalized secant hyperbolic distribution
• Robust estimation and hypothesis testing under short-tailedness and inliers
• Mahalanobis distance under non-normality
• Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
• Estimation in multivariate nonnormal distributions with stochastic variance function
• Modeling binary responses with stochastic covariates
• Modified minimum distance estimators: definition, properties and applications
• Inference in multivariate linear regression models with elliptically distributed errors
• Estimation in bivariate nonnormal distributions with stochastic variance functions
• NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS

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