Journal•ISSN: 1572-3127
Statistical Methodology
Elsevier BV
About: Statistical Methodology is an academic journal. The journal publishes majorly in the area(s): Estimator & Asymptotic distribution. It has an ISSN identifier of 1572-3127. Over the lifetime, 542 publications have been published receiving 8548 citations.
Topics: Estimator, Asymptotic distribution, Nonparametric statistics, Poisson distribution, Normal distribution
Papers
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TL;DR: In this article, the authors define a family of univariate distributions generated by Stacy's generalized gamma variables and propose an expected ratio of quantile densities for the discrimination of members of these two broad families of distributions.
445 citations
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TL;DR: In this article, a two-parameter family of distributions on (0, 1) is explored, which has many similarities to the beta distribution and a number of advantages in terms of tractability.
416 citations
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TL;DR: In this article, a bootlegging effect was used to quantify the effect of space-time diffusion on the demand for cigarettes over a 30-year period from 1963 to 1992, where the motivation for spatial dependence was a bootleg effect where buyers of cigarettes near state borders purchase in neighboring states if there is a price advantage to doing so.
229 citations
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TL;DR: A nonparametric multichannel detection test that can be effectively applied to detect a wide variety of attacks such as denial-of-service attacks, worm-based attacks, port-scanning, and man-in-the-middle attacks is proposed.
202 citations
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TL;DR: The authors evaluate the performance of an extensive family of ARCH models in modelling daily Valueat-Risk (VaR) of perfectly diversified portfolios in five stock indices, using a number of distributional assumptions and sample sizes.
202 citations