Differentiated logdensity approximants
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Provost, Serge B. | - |
dc.contributor.author | Ha, Hyung-Tae | - |
dc.date.available | 2020-02-28T08:42:03Z | - |
dc.date.created | 2020-02-06 | - |
dc.date.issued | 2015-09 | - |
dc.identifier.issn | 1572-3127 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/10163 | - |
dc.description.abstract | A moment-based density approximation technique whereby the derivative of the logarithm of a density approximant is expressed as a rational function is introduced in this paper. Guidelines for the selection of the polynomial orders of the numerator and denominator are proposed. The coefficients are then determined by solving a system of linear equations. The resulting density approximation, referred to as a differentiated logdensity approximant or DLA, satisfies a differential equation whose explicit solution is provided. It is shown that a unique solution exists when a polynomial is utilized in lieu of a rational function. The proposed methodology is successfully applied to two test statistics and several distributions. It is also explained that the same moment-matching technique can yield density estimates on the basis of sample moments. An example involving a widely analyzed data set illustrates this approach. (C) 2015 Elsevier B.V. All rights reserved. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | ELSEVIER SCIENCE BV | - |
dc.relation.isPartOf | STATISTICAL METHODOLOGY | - |
dc.subject | COVARIANCE MATRICES | - |
dc.subject | SPHERICITY TEST | - |
dc.subject | DISTRIBUTIONS | - |
dc.subject | EDGEWORTH | - |
dc.title | Differentiated logdensity approximants | - |
dc.type | Article | - |
dc.type.rims | ART | - |
dc.description.journalClass | 1 | - |
dc.identifier.wosid | 000357353000004 | - |
dc.identifier.doi | 10.1016/j.stamet.2015.02.005 | - |
dc.identifier.bibliographicCitation | STATISTICAL METHODOLOGY, v.26, pp.61 - 71 | - |
dc.identifier.scopusid | 2-s2.0-84926157261 | - |
dc.citation.endPage | 71 | - |
dc.citation.startPage | 61 | - |
dc.citation.title | STATISTICAL METHODOLOGY | - |
dc.citation.volume | 26 | - |
dc.contributor.affiliatedAuthor | Ha, Hyung-Tae | - |
dc.type.docType | Article | - |
dc.subject.keywordAuthor | Density approximation | - |
dc.subject.keywordAuthor | Moments | - |
dc.subject.keywordAuthor | Rational functions | - |
dc.subject.keywordAuthor | Logdensity | - |
dc.subject.keywordPlus | COVARIANCE MATRICES | - |
dc.subject.keywordPlus | SPHERICITY TEST | - |
dc.subject.keywordPlus | DISTRIBUTIONS | - |
dc.subject.keywordPlus | EDGEWORTH | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
1342, Seongnam-daero, Sujeong-gu, Seongnam-si, Gyeonggi-do, Republic of Korea(13120)031-750-5114
COPYRIGHT 2020 Gachon University All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.