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Autor
Yousof Haitham M. (Benha University, Egypt), Ali M. Masoom (Ball State University), Goual Hafida (Badji Mokhtar University, Annaba, Algeria), Ibrahim Mohamed (Damietta University, Egypt)
Tytuł
A New Reciprocal Rayleigh Extension: Properties, Copulas, Different Methods of Estimation and a Modified Right-Censored Test for Validation
Źródło
Statistics in Transition, 2021, vol. 22, nr 3, s. 99-121, tab., bibliogr. 62 poz.
Słowa kluczowe
Modele statystyczne, Symulacja, Metoda najmniejszych kwadratów
Statistical models, Simulation, Least squares method
Uwagi
summ.
Abstrakt
In this article, a new reciprocal Rayleigh extension called the Xgamma reciprocal Rayleigh model is defined and studied. The relevant statistical properties are derived, and the useful results related to the convexity and concavity are addressed. We discussed the estimation of the parameters using different estimation methods such as the maximum likelihood estimation method, the ordinary least squares estimation method, the weighted least squares estimation method, the Cramer-Von-Mises estimation method, and the bootstrapping method. A simulation study was conducted to assess the performances of the proposed estimation methods are investigated through a simulation study. Many bivariate and multivariate type model have also been derived based on Farlie-Gumbel-Morgenstern copula, the Clayton copula, Renyi's entropy copula and the Ali-Mikhail-Haq copula. A modified Nikulin-Rao-Robson test for right-censored validation is applied to a censored real data set.(original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Pełny tekst
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Bibliografia
Pokaż
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Cytowane przez
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ISSN
1234-7655
Język
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2021-029
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