A COMPARISON OF METHODS FOR PARAMETER ESTIMATION OF THE SHIFTED POWER TRANSFORMATION
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概要
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We consider methods for parameter estimation of the shifted power transformation. The ordinary likelihood function is unbounded and then fails to have a local maximum. This is a non-regular problem in likelihood because the range of observations depends on the unknown shift parameter. To avoid such a difficulty, we discuss the group likelihood method and the maximum product of spacings method, in a univariate case, assuming the power-normal distribution as an underlying distribution for observations. We describe the computational procedures for parameter estimation. To evaluate the performance of the estimates from the two methods, we perform a simulation study. In addition, two examples are given to illustrate some aspects of the two methods.
著者
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濱崎 俊光
大阪大学大学院医学系研究科
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Hamasaki Toshimitsu
Department Of Biomedical Statistics Osaka University Graduate School Of Medicine
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SUGIMOTO Tomoyuki
Department of Biomedical Statistics, Osaka University Graduate School of Medicine
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Sugimoto Tomoyuki
Department Of Biomedical Statistics Osaka University Graduate School Of Medicine
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