A neural network applied to estimate Burr XII distribution parameters
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ress.2010.02.001
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005. "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0501, December.
- M. E. Ghitany & S. Al-Awadhi, 2002. "Maximum likelihood estimation of Burr XII distribution parameters under random censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(7), pages 955-965.
- Dallas Wingo, 1993. "Maximum likelihood methods for fitting the burr type XII distribution to multiply (progressively) censored life test data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 203-210, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hanieh Panahi, 2019. "Estimation for the parameters of the Burr Type XII distribution under doubly censored sample with application to microfluidics data," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(4), pages 510-518, August.
- Yeh, Wei-Chang, 2023. "Novel recursive inclusion-exclusion technology based on BAT and MPs for heterogeneous-arc binary-state network reliability problems," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
- Hanieh Panahi & Abdolreza Sayyareh, 2014. "Parameter estimation and prediction of order statistics for the Burr Type XII distribution with Type II censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(1), pages 215-232, January.
- Douglas Moura Miranda & Samuel Vieira Conceição, 2017. "A practical method to calculate probabilities: illustrative example from the electronic industry business," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 882-896, April.
- Fink, Olga & Zio, Enrico & Weidmann, Ulrich, 2014. "Predicting component reliability and level of degradation with complex-valued neural networks," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 198-206.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cui, Yiran & del Baño Rollin, Sebastian & Germano, Guido, 2017.
"Full and fast calibration of the Heston stochastic volatility model,"
European Journal of Operational Research, Elsevier, vol. 263(2), pages 625-638.
- Yiran Cui & Sebastian del Ba~no Rollin & Guido Germano, 2015. "Full and fast calibration of the Heston stochastic volatility model," Papers 1511.08718, arXiv.org, revised May 2016.
- Cui, Yiran & del Baño Rollin, Sebastian & Germano, Guido, 2017. "Full and fast calibration of the Heston stochastic volatility model," LSE Research Online Documents on Economics 83754, London School of Economics and Political Science, LSE Library.
- Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004.
"Simulation of risk processes,"
Papers
2004,01, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Burnecki, Krzysztof & Weron, Rafal, 2010. "Simulation of Risk Processes," MPRA Paper 25444, University Library of Munich, Germany.
- Rafał Weron, 2009.
"Heavy-tails and regime-switching in electricity prices,"
Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 457-473, July.
- Weron, Rafal, 2008. "Heavy-tails and regime-switching in electricity prices," MPRA Paper 10424, University Library of Munich, Germany.
- Amit Singh Nayal & Bhupendra Singh & Vrijesh Tripathi & Abhishek Tyagi, 2024. "Analyzing stress-strength reliability $$\delta =\text{ P }[U," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 15(6), pages 2453-2472, June.
- repec:hum:wpaper:sfb649dp2006-010 is not listed on IDEAS
- Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018. "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics 86981, London School of Economics and Political Science, LSE Library.
- Greg Hannsgen, 2011. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive wp_682, Levy Economics Institute.
- Borak, Szymon & Fengler, Matthias R. & Härdle, Wolfgang Karl, 2005. "DSFM fitting of implied volatility surfaces," SFB 649 Discussion Papers 2005-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Eudald Romo & Luis Ortiz-Gracia, 2021. "SWIFT calibration of the Heston model," Papers 2103.01570, arXiv.org.
- Detlefsen, Kai & Härdle, Wolfgang Karl & Moro, Rouslan A., 2007. "Empirical pricing kernels and investor preferences," SFB 649 Discussion Papers 2007-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- repec:hum:wpaper:sfb649dp2005-016 is not listed on IDEAS
- Ogwang, Tomson, 2013. "Is the wealth of the world’s billionaires Paretian?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 757-762.
- Weron, Rafał, 2004. "Computationally intensive Value at Risk calculations," Papers 2004,32, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Climent Hernández José Antonio & Venegas Martínez Francisco, 2013. "Valuación de opciones sobre subyacentes con rendimientos a-estables," Contaduría y Administración, Accounting and Management, vol. 58(4), pages 119-150, octubre-d.
- Neha Goel & Hare Krishna, 2022. "Different methods of estimation in two parameter Geometric distribution with randomly censored data," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(4), pages 1652-1665, August.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2006. "E-learning statistics: A selective review," SFB 649 Discussion Papers 2006-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Janczura, Joanna & Weron, Rafal, 2010.
"Goodness-of-fit testing for regime-switching models,"
MPRA Paper
22871, University Library of Munich, Germany.
- Janczura, Joanna & Weron, Rafal, 2011. "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper 32532, University Library of Munich, Germany.
- Wolfgang Karl Härdle & Brenda López Cabrera & Awdesch Melzer, 2021. "Pricing wind power futures," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 1083-1102, August.
- Joanna Janczura & Rafal Weron, 2011.
"Black swans or dragon kings? A simple test for deviations from the power law,"
Papers
1102.3712, arXiv.org.
- Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," HSC Research Reports HSC/11/01, Hugo Steinhaus Center, Wroclaw University of Technology.
- Janczura, Joanna & Weron, Rafal, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," MPRA Paper 28959, University Library of Munich, Germany.
- Cizek, P. & Tamine, J. & Härdle, W., 2008.
"Smoothed L-estimation of regression function,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August.
- Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002. "Smoothed L-estimation of regression function," SFB 373 Discussion Papers 2002,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.
- Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Other publications TiSEM 51a09fbd-293b-4386-bfe9-b, Tilburg University, School of Economics and Management.
- Tan, Ken Seng & Wei, Pengyu & Wei, Wei & Zhuang, Sheng Chao, 2020. "Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle," European Journal of Operational Research, Elsevier, vol. 282(1), pages 345-362.
- Y. L. Lio & Tzong-Ru Tsai, 2012. "Estimation of δ= P ( X > Y ) for Burr XII distribution based on the progressively first failure-censored samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 309-322, April.
More about this item
Keywords
Burr XII distribution; Artificial neural network; Parameter estimation;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:95:y:2010:i:6:p:647-654. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.