On estimation of peakedness-ordered distributions

Hammou El Barmi and Rongning Wu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 10, 4855-4869

Abstract: A random variable X is said to be less peaked about a point μ than a random variable Y about a point ν, denoted by X⪯pkd(μ, ν)Y, if P(|X-μ|≤x)≤P(|Y-ν|≤x),∀x≥0 \begin{eqnarray*} P(|X-\mu | \le x) \le P(|Y-\nu | \le x), \quad \forall x \ge 0 \end{eqnarray*} This paper develops new consistent estimators of the distribution functions of two continuous random variables X and Y when X is less peaked than Y. Through simulation studies, we show that our estimators outperform in terms of mean-squared error the estimators proposed in El Barmi and Mukerjee (2012) for the same problem. To illustrate the theory, an empirical example is presented.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2015.1089291 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:10:p:4855-4869

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2015.1089291

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().