| bibtype |
J -
Journal Article
|
| ARLID |
0506959 |
| utime |
20240903170642.8 |
| mtime |
20190727235959.9 |
| SCOPUS |
85056180284 |
| WOS |
000449579800010 |
| DOI |
10.14736/kyb-2018-4-0798 |
| title
(primary) (eng) |
Estimation and bimodality testing in the cusp model |
| specification |
| page_count |
17 s. |
| media_type |
E |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
54 |
| volume |
4 (2018) |
| page_num |
798-814 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
multimodal distributions |
| keyword |
cusp model |
| keyword |
bimodality test |
| keyword |
reduced maximum likelihood estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0256753 |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| share |
100 |
| name1 |
Voříšek |
| name2 |
Jan |
| institution |
UTIA-B |
| country |
CZ |
| garant |
S |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0281000 |
| project_id |
GBP402/12/G097 |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
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 |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2020 |
| num_of_auth |
1 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0298077 |
| cooperation |
| ARLID |
cav_un_auth*0377667 |
| name |
Katedra pravděpodobnosti a statistiky MFF UK |
| institution |
KPMS MFF UK |
| country |
CZ |
|
| confidential |
S |
| mrcbC86 |
3+4 Article Computer Science Cybernetics |
| mrcbC91 |
A |
| mrcbT16-e |
COMPUTERSCIENCECYBERNETICS |
| mrcbT16-j |
0.174 |
| mrcbT16-s |
0.268 |
| mrcbT16-B |
15.991 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q4 |
| arlyear |
2018 |
| mrcbU14 |
85056180284 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000449579800010 WOS |
| mrcbU56 |
pdf 4311 kB |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 54 č. 4 2018 798 814 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|