Statistical inference for the extended generalized inverse Gaussian model

DOI10.1080/00949655.2011.599530MaRDI QIDQ4925462zbMATH OpenOpenAlexFDO

Authors Ramesh C. Gupta, Weston D. Viles

Publication date 12 June 2013

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

Full work available at URL https://doi.org/10.1080/00949655.2011.599530

zbMATH Keywords

asymptotic power of score testconfidence intervalsscore testWald test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Parametric tolerance and confidence regions (62F25) Reliability and life testing (62N05)

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Cites work

• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
• DETERMINATION OF CHANGE POINTS OF NON-MONOTONIC FAILURE RATES
• Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
• ROLLER-COASTER FAILURE RATES AND MEAN RESIDUAL LIFE FUNCTIONS WITH APPLICATION TO THE EXTENDED GENERALIZED INVERSE GAUSSIAN MODEL

Cited in

(4)

• Efficiency combined with simplicity: new testing procedures for generalized inverse Gaussian models
• The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models
• STATISTICAL INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSE GAUSSIAN DISTRIBUTION
• An energy-based free boundary asynchronous diffusion model for 3D warping of tissue dynamics

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