Robust estimation of the location and the scale parameters of shifted Gompertz distribution
Yazarlar (3)
Doç. Dr. Demet HAN AYDIN Sinop Üniversitesi, Türkiye
Prof. Dr. Fatma Gul Akgul Artvin Coruh University, Türkiye
Birdal Senoglu Ankara Üniversitesi, Türkiye
| Makale Türü | Özgün Makale (SCOPUS dergilerinde yayınlanan tam makale) | ||
| Dergi Adı | Electronic Journal of Applied Statistical Analysis | ||
| Dergi ISSN | 2070-5948 Dergi Bilgileri (2018) | ||
| Dergi Tarandığı Indeksler | ESCI | ||
| Makale Dili | İngilizce | Basım Tarihi | 04-2018 |
| Cilt / Sayı / Sayfa | 11 / 1 / 92–107 | DOI | 10.1285/I20705948V11N1P92 |
| UAK Araştırma Alanları |
İstatistiksel Analiz
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| Özet |
| In this study, we consider the estimation of the location parameter µ and the scale parameter σ of the shifted Gompertz distribution. We obtain the closed form estimators of these parameters by using the modified maximum likelihood methodology. We also compare the efficiencies of these estimators with the well-known and widely used least squares and maximum likelihood estimators via Monte-Carlo simulation study in terms of bias, mean square error and deficiency criteria. In addition, we evaluate the performances of the proposed estimators when the data set contains outliers or is contaminated. In other words, the robustness properties of the estimators are investigated. A real data set is analyzed to demonstrate the implementation of the estimation methods at the end of the study. |
| Anahtar Kelimeler |
| Least squares | Maximum likelihood | Modified likelihood | Monte-Carlo simulation | Robustness | Shifted Gompertz distribution |
BM Sürdürülebilir Kalkınma Amaçları
| Atıf Sayıları | |
| Web of Science | 3 |
| Scopus | 3 |
| Google Scholar | 6 |