Pregled bibliografske jedinice broj: 762121
Properties of the generalized nonlinear least squares method applied for fitting distribution to data
Properties of the generalized nonlinear least squares method applied for fitting distribution to data // Discussiones Mathematicae. Probability and Statistics, 35 (2015), 1-2; 75-94 doi::10.7151/dmps.1172 (međunarodna recenzija, članak, znanstveni)
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Naslov
Properties of the generalized nonlinear least squares method applied for fitting distribution to data
Autori
Benšić, Mirta
Izvornik
Discussiones Mathematicae. Probability and Statistics (1509-9423) 35
(2015), 1-2;
75-94
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Generalized least squares ; Distribution fitting ; Generalized method of moments
Sažetak
We introduce and analyze a class of estimators for distribution parameters based on the relationship between the distribution function and the empirical distribution function. This class includes the nonlinear least squares estimator and the weighted nonlinear least squares estimator which has been used in parameter estimation for lifetime data (see e.g. \cite{; ; ; ; Jukic}; ; ; ; , \cite{; ; ; ; Kundu}; ; ; ; ) as well as the generalized nonlinear least squares estimator proposed in \cite{; ; ; ; Bensic}; ; ; ; . Sufficient conditions for consistency and asymptotic normality are given. Capability and limitations are illustrated by simulations.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
