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Reduced bias estimation of the shape parameter of the log-logistic distribution

2024-01-15Artigo científico Acesso aberto
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dc.contributor.authorCaeiro, Frederico
dc.contributor.authorMateus, Ayana
dc.contributor.institutionCMA - Centro de Matemática e Aplicações
dc.contributor.pblNorth-Holland | Elsevier
dc.date.accessioned2024-01-17T22:40:04Z
dc.date.available2024-01-17T22:40:04Z
dc.date.issued2024-01-15
dc.descriptionPublisher Copyright: © 2023 The Author(s)
dc.description.abstractIn the literature, the log-logistic distribution is commonly presented with two parameters: one that governs the shape of the model, and the other that governs its scale. However, to make this model more suitable for data analysis, an additional location parameter can be added, resulting in the three-parameter or shifted log-logistic model. In this paper, we introduce a new estimator for the shape parameter of a three-parameter log-logistic distribution that reduces bias. We also derive various properties of the proposed estimator. Additionally, a simulation study and an application example to a real data set are conducted to examine the efficiency for finite sample sizes. The theoretical and simulated results confirm that our proposed estimation method performs significantly better than other estimation methods found in the literature.en
dc.description.versionpublishersversion
dc.description.versionpublished
dc.format.extent15
dc.format.extent656652
dc.identifier.doi10.1016/j.cam.2023.115347
dc.identifier.issn0377-0427
dc.identifier.otherPURE: 81914104
dc.identifier.otherPURE UUID: 691ee814-eded-4788-ab11-ccf976e49e0f
dc.identifier.otherScopus: 85163095270
dc.identifier.otherWOS: 001026649200001
dc.identifier.urihttp://hdl.handle.net/10362/162434
dc.identifier.urlhttps://www.scopus.com/pages/publications/85163095270
dc.language.isoeng
dc.peerreviewedyes
dc.relationFunding Information: info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDB%2F00297%2F2020/PT
dc.relationinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDP%2F00297%2F2020/PT
dc.relationCenter for Mathematics and Applications
dc.subjectBias-reduction
dc.subjectHill estimator
dc.subjectLog-logistic distribution
dc.subjectShape parameter
dc.subjectComputational Mathematics
dc.subjectApplied Mathematics
dc.titleReduced bias estimation of the shape parameter of the log-logistic distributionen
dc.typejournal article
degois.publication.titleJournal of Computational and Applied Mathematics
degois.publication.volume436
dspace.entity.typePublication
oaire.awardNumberUIDP/00297/2020
oaire.awardTitleCenter for Mathematics and Applications
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDP%2F00297%2F2020/PT
oaire.fundingStream6817 - DCRRNI ID
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsopenAccess
relation.isProjectOfPublication65d392f7-8781-4d70-b9f3-069b07d4a311
relation.isProjectOfPublication.latestForDiscovery65d392f7-8781-4d70-b9f3-069b07d4a311

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