You are here: Home -  UGG Men Boots -  UGG Buckle Mini Boots 1058 -  Men Buckle Mini Boots 1058 Leather Black/Chocolate

Uggs For Men Canada,proposed and least squares estimators of the

Uggs For Men Canada,proposed and least squares estimators of the

The coefficient of variation (CV) matrix for a pp-dimensional random vector is the covariance matrix scaled by the pp-vector of means such that the diagonal components are the squared coefficients of variation. In this article, principal component models for the CV matrix are proposed and least-squares estimators of the eigenvalues and eigenvectors are Uggs For Men Canada developed. The asymptotic joint distribution of the least-squares estimators is derived under general conditions. The proposed estimation and inference methods are illustrated using a real data set. The results of a small simulation study that examines the validity of the proposed inference Ugg Outlet Online Canada procedures are reported. Extreme quantile estimation plays an important role in risk management and environmental statistics among other applications. A popular method is the peaks-over-threshold (POT) model that approximate the distribution of excesses over a high threshold through generalized Pareto distribution (GPD). Motivated by a practical financial risk management problem, we look for an appropriate prior choice for Bayesian estimation of the GPD parameters that results in better quantile estimation. Specifically, we propose a noninformative matching prior for the parameters of a GPD so that a specific quantile of the Bayesian predictive distribution matches the true quantile in the sense of Datta et al. (2000).
0 Comments


SPEAK YOUR MIND