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Modified inverse moment estimation: its principle and applications

Communications for statistical applications and methods, 2016-11, Vol.23 (6), p.479-496 [Peer Reviewed Journal]

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Title:
Modified inverse moment estimation: its principle and applications
Author: Gui, Wenhao
Subjects: existence and uniqueness ; inverse moment estimators ; inverted exponential Pareto distribution ; joint confidence regions ; maximum likelihood estimates ; Monte Carlo simulation ; small sample size ; Weibull distribution
Is Part Of: Communications for statistical applications and methods, 2016-11, Vol.23 (6), p.479-496
Description: In this survey, we present a modified inverse moment estimation of parameters and its applications. We use a specific model to demonstrate its principle and how to apply this method in practice. The estimation of unknown parameters is considered. A necessary and sufficient condition for the existence and uniqueness of maximum-likelihood estimates of the parameters is obtained for the classical maximum likelihood estimation. Inverse moment and modified inverse moment estimators are proposed and their properties are studied. Monte Carlo simulations are conducted to compare the performances of these estimators. As far as the biases and mean squared errors are concerned, modified inverse moment estimator works the best in all cases considered for estimating the unknown parameters. Its performance is followed by inverse moment estimator and maximum likelihood estimator, especially for small sample sizes.
Publisher: 한국통계학회
Language: Korean
Identifier: ISSN: 2287-7843
Source: Alma/SFX Local Collection

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