메뉴 건너뛰기




Volumn 31, Issue 2, 2002, Pages 219-238

The generalized secant hyperbolic distribution and its properties

Author keywords

Model selection; Modified maximum likelihood; Non normality; Parameter estimation

Indexed keywords


EID: 31244435277     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120002647     Document Type: Article
Times cited : (83)

References (34)
  • 1
    • 0002370531 scopus 로고
    • The Distribution of Share Price Changes
    • Praetz, P.D. The Distribution of Share Price Changes. J. Business 1972, 45, 49-55.
    • (1972) J. Business , vol.45 , pp. 49-55
    • Praetz, P.D.1
  • 2
    • 0000699975 scopus 로고
    • A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices
    • Blattberg, R.C.; Gonedes, N.J. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices. J. Business 1974, 47, 244-280.
    • (1974) J. Business , vol.47 , pp. 244-280
    • Blattberg, R.C.1    Gonedes, N.J.2
  • 3
    • 84978550062 scopus 로고
    • Student's t and the Distribution of Financial Ratios
    • McLeay, S. Student's t and the Distribution of Financial Ratios. J. Bus. Fin. Accounting 1986, 13, 209-222.
    • (1986) J. Bus. Fin. Accounting , vol.13 , pp. 209-222
    • McLeay, S.1
  • 4
    • 0020128739 scopus 로고
    • Are Robust Estimators Really Necessary?
    • Rocke, D.M.; Downs, G.W.; Rocke, A.J. Are Robust Estimators Really Necessary? Technometrics 1982, 24, 95-101.
    • (1982) Technometrics , vol.24 , pp. 95-101
    • Rocke, D.M.1    Downs, G.W.2    Rocke, A.J.3
  • 5
    • 4243694942 scopus 로고
    • Comparison of Robust Estimators on Some Data from Field Experiments
    • Spjøtvoll, E.; Aastveit, A.H. Comparison of Robust Estimators on Some Data from Field Experiments. Scand. J. Statist. 1980, 7, 1-13.
    • (1980) Scand. J. Statist. , vol.7 , pp. 1-13
    • Spjøtvoll, E.1    Aastveit, A.H.2
  • 6
    • 38249014823 scopus 로고
    • A New Method of Estimation for Location and Scale Parameters
    • Tiku, M.L.; Suresh, R.P. A New Method of Estimation for Location and Scale Parameters. J. Stat. Plan. Inf. 1992, 30, 281-292.
    • (1992) J. Stat. Plan. Inf. , vol.30 , pp. 281-292
    • Tiku, M.L.1    Suresh, R.P.2
  • 7
    • 4043126307 scopus 로고    scopus 로고
    • Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
    • Bian, G.; Tiku, M.L. Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions. Statistics 1997, 29, 317-345.
    • (1997) Statistics , vol.29 , pp. 317-345
    • Bian, G.1    Tiku, M.L.2
  • 9
    • 0002366257 scopus 로고
    • Least Squares Estimation of Location and Scale Parameters Using Order Statistics
    • Lloyd, E.H. Least Squares Estimation of Location and Scale Parameters Using Order Statistics. Biometrika 1952, 39, 88-95.
    • (1952) Biometrika , vol.39 , pp. 88-95
    • Lloyd, E.H.1
  • 10
    • 0000075415 scopus 로고
    • Order Statistics Estimators of the Location of the Cauchy Distribution
    • Correction in 63, 383-385
    • Barnett, V.D. Order Statistics Estimators of the Location of the Cauchy Distribution. J. Amer. Statist. Assoc. 1966, 61, 1205-1218. Correction in 63, 383-385.
    • (1966) J. Amer. Statist. Assoc. , vol.61 , pp. 1205-1218
    • Barnett, V.D.1
  • 12
    • 0007321266 scopus 로고
    • Perks' Distributions and Their Role in the Theory of Wiener's Stochastic Variables
    • Talacko, J. Perks' Distributions and Their Role in the Theory of Wiener's Stochastic Variables. Trabajos de Estadistica 1956, 7, 159-174.
    • (1956) Trabajos de Estadistica , vol.7 , pp. 159-174
    • Talacko, J.1
  • 14
    • 0002010728 scopus 로고
    • On Some Experiments in the Graduation of Mortality Statistics
    • Perks, W.F. On Some Experiments in the Graduation of Mortality Statistics. J. Inst. Actuaries 1932, 63, 12-57.
    • (1932) J. Inst. Actuaries , vol.63 , pp. 12-57
    • Perks, W.F.1
  • 15
    • 28244487573 scopus 로고
    • On the Tiku-Suresh Method of Estimation
    • Vaughan, D.C. On the Tiku-Suresh Method of Estimation. Commun. Stat. - Theory Meth. 1992, 21, 451-469.
    • (1992) Commun. Stat. - Theory Meth. , vol.21 , pp. 451-469
    • Vaughan, D.C.1
  • 17
    • 0041026632 scopus 로고
    • Best Linear Unbiased Estimators for a Distribution Similar to the Logistic
    • Carter, C.S., Dwivedi, T.D., Eds.
    • Tiku, M.L.; Jones, P.W. Best Linear Unbiased Estimators for a Distribution Similar to the Logistic. Proc. Statistics 71 Canada, Carter, C.S., Dwivedi, T.D., Eds.; 1971; 412-419.
    • (1971) Proc. Statistics 71 Canada , pp. 412-419
    • Tiku, M.L.1    Jones, P.W.2
  • 20
    • 0014098340 scopus 로고
    • Estimating the Mean and Standard Deviation from a Censored Normal Sample
    • Tiku, M.L. Estimating the Mean and Standard Deviation from a Censored Normal Sample. Biometrika 1967, 54, 155-165.
    • (1967) Biometrika , vol.54 , pp. 155-165
    • Tiku, M.L.1
  • 21
    • 0008524107 scopus 로고
    • Estimating the Parameters of Normal and Logistic Distributions from Censored Samples
    • Tiku, M.L. Estimating the Parameters of Normal and Logistic Distributions from Censored Samples. Austral. J. Statist. 1968, 10, 64-74.
    • (1968) Austral. J. Statist. , vol.10 , pp. 64-74
    • Tiku, M.L.1
  • 22
    • 0008434379 scopus 로고
    • Robustness of MML Estimators Based on Censored Samples and Robust Test Statistics
    • Tiku, M.L. Robustness of MML Estimators Based on Censored Samples and Robust Test Statistics. J. Stat. Plann. Inf. 1980, 4, 123-143.
    • (1980) J. Stat. Plann. Inf. , vol.4 , pp. 123-143
    • Tiku, M.L.1
  • 24
    • 0001402509 scopus 로고
    • The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
    • Bhattacharyya, G.K. The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data. J. Amer. Statist. Assoc. 1985, 80, 398-404.
    • (1985) J. Amer. Statist. Assoc. , vol.80 , pp. 398-404
    • Bhattacharyya, G.K.1
  • 25
    • 0008434381 scopus 로고
    • On the Distribution of the Expected Values of the Order Statistics
    • Hoeffding, W. On the Distribution of the Expected Values of the Order Statistics. Ann. Math. Stat. 1953, 24, 93-100.
    • (1953) Ann. Math. Stat. , vol.24 , pp. 93-100
    • Hoeffding, W.1
  • 34
    • 0031312333 scopus 로고    scopus 로고
    • Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates
    • Tiku, M.L.; Vaughan, D.C. Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates. Biometrical J. 1997, 39, 883-898.
    • (1997) Biometrical J. , vol.39 , pp. 883-898
    • Tiku, M.L.1    Vaughan, D.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.