Computational Examples of a New Method for Distribution Selection in the Pearson System

DOI10.1080/02664760701231922zbMath1157.62076OpenAlexW2086353420MaRDI QIDQ3604109

Antti J. Kanto, Andriy Andreev, Pekka Malo

Publication date: 24 February 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760701231922

zbMATH Keywords

block bootstrapPearson systemselection criteria

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (2)

An approximation to binomial distribution ⋮ Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria

Cites Work

• Theoretical comparisons of block bootstrap methods
• Tapered block bootstrap
• The Stationary Bootstrap
• Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
• Automatic Block-Length Selection for the Dependent Bootstrap

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