scholarly journals A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients

1985 ◽  
Vol 67 ◽  
pp. 137-145 ◽  
Author(s):  
D.G. Nel
Keyword(s):  
Covariance Matrix ◽  
Correlation Coefficients ◽  
Asymptotic Covariance Matrix ◽  
Asymptotic Covariance ◽  
Sample Correlation

scholarly journals Asymptotic Comparison of Parameters Estimates of Two-parameter Weibull Distribution

2019 ◽  
Vol 67 (1) ◽  
pp. 253-263
Author(s):  
Tereza Konečná ◽  
Zuzana Hübnerová
Keyword(s):  
Weibull Distribution ◽  
Covariance Matrix ◽  
Asymptotic Efficiency ◽  
Parameter Estimates ◽  
Asymptotic Covariance Matrix ◽  
Generalized Variance ◽  
Asymptotic Covariance ◽  
Probability Plot ◽  
Efficiency Comparison ◽  
Two Parameter

The Weibull distribution is frequently applied in various fields, ranging from economy, business, biology, to engineering. This paper aims at estimating the parameters of two-parameter Weibull distribution are determined. For this purpose, the method of quantiles (three different choices of quantiles) and Weibull probability plot method is utilized. The asymptotic covariance matrix of the parameter estimates is derived for both methods. For optimal random choices of quantiles, the variance, covariance and generalized variance is computed. The main contribution of this study is the introduction of the best choice of percentiles for the method of quantiles and the joint asymptotic efficiency comparison of applied methods.

Sign in / Sign up

Export Citation Format

Share Document