On moment-type estimators for a class of log-symmetric distributions

被引:0
|
作者
N. Balakrishnan
Helton Saulo
Marcelo Bourguignon
Xiaojun Zhu
机构
[1] McMaster University,Department of Mathematics and Statistics
[2] Universidade de Brasília,Departamento de Estatística
[3] Universidade Federal do Rio Grande do Norte,Departamento de Estatística
[4] Xi’an Jiaotong-Liverpool University,Department of Mathematical Sciences
来源
Computational Statistics | 2017年 / 32卷
关键词
Asymptotic normality; Hodges–Lehmann estimator; Log-symmetric distributions; Maximum likelihood estimator; Moment estimator; Modified moment estimator;
D O I
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中图分类号
学科分类号
摘要
In this paper, we propose three simple closed form estimators for a class of log-symmetric distributions on R+\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {R}}^{+}$$\end{document}. The proposed methods make use of some key properties of this class of distributions. We derive the asymptotic distributions of these estimators. The performance of the proposed estimators are then compared with those of the maximum likelihood estimators through Monte Carlo simulations. Finally, some illustrative examples are presented to illustrate the methods of estimation developed here.
引用
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页码:1339 / 1355
页数:16
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