Linear estimation for the extended exponential power distribution

DOI10.1080/00949655.2015.1064927MaRDI QIDQ5222413zbMATH OpenOpenAlexFDO

Authors Samuel E. Tumlinson, Jerome P. Keating, Narayanaswamy Balakrishnan

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2015.1064927

zbMATH Keywords

gamma distributionorder statisticsproduct momentssingle momentsbest linear unbiased estimatorsstandard errorextended exponential power distributionlocation and scale parameters

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Estimation of the location and scale parameters of generalized exponential distribution based on order statistics
• Publication:3033125
• O-Blue and minimum MSE linear estimator of the location parameter of an exponential distribution with known coefficient of variation
• Inferences for extended generalized exponential distribution based on order statistics
• Relationships for moments of order statistics from a generalized exponential distribution

Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 49622 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 1049276 (Why is no real title available?)
• scientific article; zbMATH DE number 2217298 (Why is no real title available?)
• A generalized normal distribution
• A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.
• LEAST-SQUARES ESTIMATION OF LOCATION AND SCALE PARAMETERS USING ORDER STATISTICS
• Order Statistics from the Gamma Distribution
• Relationships among Moments of Order Statistics in Samples from Two Related Populations
• Statistical Size Distributions in Economics and Actuarial Sciences
• The extended exponential power distribution and Bayesian robustness.

Cited in

(6)

• Relative linear power contribution with estimation statistics
• Moments of order statistics of the standard two-sided power distribution
• scientific article; zbMATH DE number 6103947 (Why is no real title available?)
• Continuous elliptical and exponential power linear dynamic models
• New fat-tail normality test based on conditional second moments with applications to finance
• Conditional Specification with Exponential Power Distributions

Describes a project that uses

Uses Software

• zipfR
• normalp
• combinat
• R

This page was built for publication: Linear estimation for the extended exponential power distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222413)