Unified Asymptotic Results for Maximum Spacing and Generalized Spacing Methods for Continuous Models - Open Journal of Statistics

OJS > Vol.8 No.3, June 2018

Open Journal of Statistics

Volume 8, Issue 3 (June 2018)

ISSN Print: 2161-718X ISSN Online: 2161-7198

Google-based Impact Factor: 0.53 Citations

Unified Asymptotic Results for Maximum Spacing and Generalized Spacing Methods for Continuous Models ()

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Download as PDF (Size: 609KB) PP. 614-639

DOI: 10.4236/ojs.2018.83040 647 Downloads 1,402 Views Citations

Author(s)

Andrew Luong

Affiliation(s)

école d’Actuariat, Université Laval, Québec, Canada.

ABSTRACT

Asymptotic results are obtained using an approach based on limit theorem results obtained for α-mixing sequences for the class of general spacings (GSP) methods which include the maximum spacings (MSP) method. The MSP method has been shown to be very useful for estimating parameters for univariate continuous models with a shift at the origin which are often encountered in loss models of actuarial science and extreme models. The MSP estimators have also been shown to be as efficient as maximum likelihood estimators in general and can be used as an alternative method when ML method might have numerical difficulties for some parametric models. Asymptotic properties are presented in a unified way. Robustness results for estimation and parameter testing results which facilitate the applications of the GSP methods are also included and related to quasi-likelihood results.

KEYWORDS

Maximum Product of Spacings, M-Estimators, Quasi-Likelihood Ratio Test Statistic, α-Mixing Sequences

Share and Cite:

Luong, A. (2018) Unified Asymptotic Results for Maximum Spacing and Generalized Spacing Methods for Continuous Models. Open Journal of Statistics, 8, 614-639. doi: 10.4236/ojs.2018.83040.

Cited by

[1]	Pseudodistance Methods Using Simultaneously Sample Observations and Nearest Neighbour Distance Observations for Continuous Multivariate Models
	2019

[2]	Asymptotic normality of generalized maximum spacing estimators for multivariate observations
	2019

[3]	Optimal Threshold Determination for Securities Exchange Volumes Using Improved Maximum Product of Spacing Methodology
	2019

[4]	Asymptotic Results for Goodness-of-Fit Tests Using a Class of Generalized Spacing Methods with Estimated Parameters
	2018

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