Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.13087/2186
Title: Modified minimum distance estimators: definition, properties and applications
Authors: Arslan, Talha
Acıtaş, Şükrü
Senoğlu, Birdal
Keywords: Minimum distance estimators
Modified estimating equations
Efficiency
Monte Carlo simulation
Parameters
Goodness
Location
Issue Date: 2021
Publisher: Springer Heidelberg
Abstract: Estimating the location and scale parameters of a distribution is one of themost crucial issues in Statistics. Therefore, various estimators are proposed for estimating them, such as maximum likelihood, method of moments and minimum distance (e.g. Cramervon Mises-CvM and Anderson Darling-AD), etc. However, in most of the cases, estimators of the location parameter mu and scale parameter s cannot be obtained in closed forms because of the nonlinear function(s) included in the corresponding estimating equations. Therefore, numerical methods are used to obtain the estimates of these parameters. However, they may have some drawbacks such as multiple roots, wrong convergency, and non-convergency of iterations. In this study, we adopt the idea of Tiku (Biometrika 54:155-165, 1967) into the CvM and AD methodologies with the intent of eliminating the aforementioned difficulties and obtaining closed form estimators of the parameters mu and s. Resulting estimators are called as modified CvM (MCvM) and modified AD (MAD), respectively. Proposed estimators are expressed as functions of sample observations and thus their calculations are straightforward. This property also allows us to avoid computational cost of iteration. A Monte-Carlo simulation study is conducted to compare the efficiencies of the CvM and AD estimators with their modified counterparts, i.e. the MCvM and MAD, for the normal, extreme value and Weibull distributions for an illustration. Real data sets are used to show the implementation of the proposed estimation methodologies.
URI: http://doi.org/10.1007/s00180-021-01170-8
https://hdl.handle.net/20.500.13087/2186
ISSN: 0943-4062
1613-9658
Appears in Collections:İstatistik Bölümü Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu
WoS İndeksli Yayınlar Koleksiyonu

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