Journal•ISSN: 0233-1888
Statistics
Taylor & Francis
About: Statistics is an academic journal published by Taylor & Francis. The journal publishes majorly in the area(s): Estimator & Asymptotic distribution. It has an ISSN identifier of 0233-1888. Over the lifetime, 2352 publications have been published receiving 24954 citations. The journal is also known as: Statistics & Statistix.
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579 citations
TL;DR: In this paper, the authors considered estimation of a continuous bounded probability density when observations from the density are contaminated by additive measurement errors having a known distribution, and the estimator obtained by deconvolving a kernel estimator of the observed data was investigated.
Abstract: This paper considers estimation of a continuous bounded probability density when observations from the density are contaminated by additive measurement errors having a known distribution. Properties of the estimator obtained by deconvolving a kernel estimator of the observed data are investigated. When the kernel used is sufficiently smooth the deconvolved estimator is shown to be pointwise consistent and bounds on its integrated mean squared error are derived. Very weak assumptions are made on the measurement-error density thereby permitting a comparison of the effects of different types of measurement error on the deconvolved estimator
378 citations
TL;DR: In this article, approximate discrete-time schemes for statistics of diffusion processes are presented, which are based on approximated discrete time schemes for diffusion processes with a fixed number of nodes.
Abstract: (1989). Approximate discrete-time schemes for statistics of diffusion processes. Statistics: Vol. 20, No. 4, pp. 547-557.
314 citations
TL;DR: In this paper, a four-parameter beta-Pareto distribution is defined and studied, and the relationship between these moments and the parameters of the distribution is provided. And the method of maximum likelihood is proposed to estimate the parameters.
Abstract: In this paper, a four-parameter beta-Pareto distribution is defined and studied. Various properties of the distribution are discussed. The distribution is found to be unimodal and has either a unimodal or a decreasing hazard rate. The expressions for the mean, mean deviation, variance, skewness, kurtosis and entropies are obtained. The relationship between these moments and the parameters are provided. The method of maximum likelihood is proposed to estimate the parameters of the distribution. The distribution is applied to two flood data sets.
249 citations
214 citations