广义拉普拉斯分布的修正矩法

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-03-05 DOI:10.1080/03610918.2024.2307463

Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev

引用次数: 0

摘要

在本说明中，我们考虑了对称方差-伽马（广义拉普拉斯）分布参数估计的经典矩方法的性能。我们通过理论和实践两方面来实现这一目标。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Modified method of moments for generalized Laplace distributions

In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoreti...

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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.