Bivariate Tests for Location and Their Bahadur Efficiencies
نویسندگان
چکیده
منابع مشابه
Asymptotic Efficiencies of the MLE Based on Bivariate Record Values from Bivariate Normal Distribution
Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...
متن کاملBivariate Extremes and Estimation of Location
A problem of estimating the location of a source of scattered radiation is considered. The role of extremes in estimation problems for truncated distributions is discussed from the Bayesian point of view. The emphasis is made on the bivariate case of spherically symmetric distributions. The cases of truncated normal, uniform, and Cauchy distributions are considered. Such location estimators as ...
متن کاملTests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
Faculty of Mathematics, University of Belgrade, Studenski trg 16, Belgrade, Serbia; Department of Mathematics and Mechanics, Saint-Petersburg State University, Universitetsky pr. 28, Stary Peterhof 198504, Russia, and National Research University Higher School of Economics, Souza Pechatnikov, 16, St.Petersburg 190008, Russia; c Department of Mathematics and Mechanics, Saint-Petersburg State Uni...
متن کاملA note on "Generalized bivariate copulas and their properties"
In 2004, Rodr'{i}guez-Lallena and '{U}beda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and '{U}beda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodr'{i}guez-Lallena and '{U}beda-Flores' study to any given copula family. But ther...
متن کاملA Nonparametric Signed-Rank Control Chart for Bivariate Process Location
A nonparametric control chart based on a bivariate signed-rank test is developed for monitoring the changes in the location of a bivariate process. The average run length performance of the proposed nonparametric chart is investigated using a simulation study and is compared with a parametric control chart under bivariate normal and bivariate double exponential distributions. Further the perfor...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1972
ISSN: 0003-4851
DOI: 10.1214/aoms/1177692383