Persoon
Multiple quantile plots provide a powerful graphical method for comparing the distributions of two or more populations. This paper develops a method of visualizing triple quantile plots and their associated confidence tubes, thus extending the notion of a QQ plot to three dimensions. More specifical
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as the value that minimises the distance between a vector of w
Bayesian model averaging attempts to combine parameter estimation and model uncertainty in one coherent framework. The choice of prior is then critical. Within an explicit framework of ignorance we define a ‘suitable’ prior as one which leads to a continuous and suitable analog to the pretest estima
We consider the problem of estimating the marginals in case there is knowledge on the copula. If the copula is smooth, it is known that it is possible to improve on the empirical distribution functions: optimal estimators still have rate of convergence n−1/2, but a smaller asymptotic variance. In th
An omnibus test for spherical symmetry in R2 is proposed, employing localized empirical likelihood. The thus obtained test statistic is distri- bution-free under the null hypothesis. The asymptotic null distribution is established and critical values for typical sample sizes, as well as the asymptot
Omhoog
Ga terug naar de inhoud
Ga terug naar de site navigatie