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Estimation and bimodality testing in the cusp model

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F18%3A00506959" target="_blank" >RIV/67985556:_____/18:00506959 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.kybernetika.cz/content/2018/4/798" target="_blank" >https://www.kybernetika.cz/content/2018/4/798</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.14736/kyb-2018-4-0798" target="_blank" >10.14736/kyb-2018-4-0798</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Estimation and bimodality testing in the cusp model

  • Original language description

    The probability density function of the stochastic cusp model belongs to the class of generalized exponential distributions. It accommodates variable skewness, kurtosis, and bimodality. A statistical test for bimodality of the stochastic cusp model using the maximum likelihood estimation and delta method for Cardan’s discriminant is introduced in this paper, as is a necessary condition for bimodality, which can be used for simplified testing to reject bimodality. Numerical maximum likelihood estimation of the cusp model is simplified by analytical reduction of the parameter space dimension, and connection to the method of moment estimates is shown. A simulation study is used to determine the size and power of the proposed tests and to compare pertinence among different tests for various parameter settings.n

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

    <a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2018

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Kybernetika

  • ISSN

    1805-949X

  • e-ISSN

  • Volume of the periodical

    54

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    17

  • Pages from-to

    798-814

  • UT code for WoS article

    000449579800010

  • EID of the result in the Scopus database

    2-s2.0-85056180284