- Author
- Purczyński Jan (University of Szczecin, Poland), Bednarz-Okrzyńska Kamila (University of Szczecin, Poland)
- Title
- Estimation of the Shape Parameter of Ged Distribution for a Small Sample Size
- Source
- Folia Oeconomica Stetinensia, 2014, vol. 14, nr 1, s. 35-46, rys., tab., bibliogr. 9 poz.
- Keyword
- Estymacja, Dystrybucja, Modele ekonometryczne
Estimation, Distribution, Econometric models - Note
- summ.
- Abstract
- In this paper a new method of estimating the shape parameter of generalized error distribution (GED), called 'approximated moment method', was proposed. The following estimators were considered: the one obtained through the maximum likelihood method (MLM), approximated fast estimator (AFE), and approximated moment method (AMM). The quality of estimator was evaluated on the basis of the value of the relative mean square error. Computer simulations were conducted using random number generators for the following shape parameters: s = 0.5, s = 1.0 (Laplace distribution) s = 2.0 (Gaussian distribution) and s = 3.0.(original abstract)
- Accessibility
- The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
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- Cited by
- ISSN
- 1730-4237
- Language
- eng
- URI / DOI
- http://dx.doi.org/10.2478/foli-2014-0103
