scholarly journals POISSON TRANSMUTED LINDLEY DISTRIBUTION

2016 ◽  
Vol 11 (9) ◽  
pp. 5631-5638
Author(s):  
Mohamed Abd El-Monsef ◽  
Nora Sohsah
Keyword(s):  
Maximum Likelihood ◽  
Goodness Of Fit ◽  
Real Life ◽  
Simulation Studies ◽  
Method Of Moment ◽  
Likelihood Methods ◽  
Lindley Distribution ◽  
Compound Distribution ◽  
Maximum Likelihood Methods ◽  
Flexible Model

The main purpose of this paper is to introduce a new discrete compound distribution, namely Poisson Transmuted Lindley distribution (PTL) which offers a more flexible model for analyzing some types of countable data. The proposed distribution is accommodate unimodel, bathtub as well as decreasing failure rates. Most of the statistical and reliability measures are derived. For the estimation purposes the method of moment and maximum likelihood methods are studied for PTL. Simulation studies are conducted to investigate the performance of the maximum likelihood estimators. A real life application for PTL is introduced to test its goodness of fit and examine its performance compared with some other distributions.

scholarly journals Selecting between causal and noncausal models with quantile autoregressions

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Latin American ◽  
Financial Time Series ◽  
Selection Criterion ◽  
Likelihood Methods ◽  
Approximate Maximum Likelihood ◽  
Financial Time ◽  
Maximum Likelihood Methods ◽  
Latin American Countries

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.

scholarly journals Pseudo Maximum Likelihood Methods: Theory

Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Pseudo Maximum Likelihood
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