Estimation of simple characteristics of samples from skewed and heavy-tailed distributions

Recent Advances in Stochastic Modeling and Data Analysis

Volumn , Issue , 2007, Pages 43-50

  Fabián, Zdenĕk ^a  

^a INSTITUTE OF COMPUTER SCIENCE   (Czech Republic)

Author keywords

Generalized moment method; Scalar inference function

Indexed keywords

CENTRAL TENDENCIES; DATA SAMPLE; ESTIMATES OF PARAMETERS; GENERALIZED MOMENT METHOD; HEAVY-TAILED DISTRIBUTION; INFERENCE FUNCTIONS; UNDERLYING DISTRIBUTION;

METHOD OF MOMENTS;

EID: 84967360413     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812709691_0006     Document Type: Chapter

References (5)

1. Fabián, Z. (2006). Johnson point and Johnson variance. Proc. Prague Stochastics 2006, (eds. Husková and Janzura), Matfyzpress, 354-363.
2. Fabián, Z. (2007). New measures of central tendency and variability of continuous distributions. To appear in Commun. Stat., Theory-Methods.
3. Johnson, N.L. (1949). Systems of frequency curves generated by methods of translations. Biometrika, 36: 149-176.
4. Fabián, Z. (2001). Induced cores and their use in robust parametric estimation. Commun. Stat., Theory Methods, 30, 3, 537-556.
5. Serfling, R. J. (1980). Approximation Theorems of Mathematical Statis-tics. Wiley, New York.