Preliminary Test Methodology in View of Asymmetry with Elliptically Contoured Distribution

Article


Arashi, M. and Hoque, Z.. 2020. "Preliminary Test Methodology in View of Asymmetry with Elliptically Contoured Distribution." Journal of Applied Probability and Statistics. 15 (1), pp. 101-112.
Article Title

Preliminary Test Methodology in View of Asymmetry with Elliptically Contoured Distribution

ERA Journal ID41643
Article CategoryArticle
AuthorsArashi, M. and Hoque, Z.
Journal TitleJournal of Applied Probability and Statistics
Journal Citation15 (1), pp. 101-112
Number of Pages12
Year2020
PublisherIslamic Countries Society of Statistical Sciences (ISOSS)
Place of PublicationPakistan
ISSN1930-6792
Web Address (URL)http://japs.isoss.net/April20.htm
Abstract

This paper studies the preliminary test estimator (PTE) of the parameters of elliptically contoured distribution. The risk functions of the PTE and the sample information based unrestricted estimator have been derived under asymmetric linex loss function. These risk functions have been analysed both analytically and graphically to compare with each other. It has been revealed that under certain conditions PTE outperforms the sample information based estimator.

KeywordsElliptically contoured distribution; Preliminary test estimator; Linex loss and risk function
Contains Sensitive ContentDoes not contain sensitive content
ANZSRC Field of Research 2020490509. Statistical theory
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Byline AffiliationsShahrood University of Technology, Iran
United Arab Emirates University, United Arab Emirates
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