scholarly journals On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors

2017 ◽  
Vol 11 (1) ◽  
pp. 1434-1463 ◽  
Author(s):  
Xuejun Wang ◽  
Shuhe Hu
2004 ◽  
Vol 35 (12) ◽  
pp. 1-9
Author(s):  
Masashi Kitahara ◽  
Taichi Hayasaka ◽  
Naohiro Toda ◽  
Shiro Usui

2021 ◽  
Vol 8 (1) ◽  
pp. 01-09
Author(s):  
Sanku Dey ◽  
Mahendra Saha ◽  
Sankar Goswami

This paper addresses the different methods of estimation of the unknown parameter of one parameter A(α) distribution from the frequentist point of view. We briefly describe different approaches, namely, maximum likelihood estimator, least square and weighted least square estimators, maximum product spacing estimators, Cram´er-von Mises estimator and compare those using extensive numerical simulations. Next, we obtain parametric bootstrap confidence interval of the parameter using frequentist approaches. Finally, one real data set has been analysed for illustrative purposes.


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