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
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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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
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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