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On moment-type estimators for a class of log-symmetric distributions

Author

Listed:
  • N. Balakrishnan

    (McMaster University)

  • Helton Saulo

    (McMaster University
    Universidade de Brasília)

  • Marcelo Bourguignon

    (Universidade Federal do Rio Grande do Norte)

  • Xiaojun Zhu

    (Xi’an Jiaotong-Liverpool University)

Abstract

In this paper, we propose three simple closed form estimators for a class of log-symmetric distributions on $${\mathbb {R}}^{+}$$ R + . The proposed methods make use of some key properties of this class of distributions. We derive the asymptotic distributions of these estimators. The performance of the proposed estimators are then compared with those of the maximum likelihood estimators through Monte Carlo simulations. Finally, some illustrative examples are presented to illustrate the methods of estimation developed here.

Suggested Citation

  • N. Balakrishnan & Helton Saulo & Marcelo Bourguignon & Xiaojun Zhu, 2017. "On moment-type estimators for a class of log-symmetric distributions," Computational Statistics, Springer, vol. 32(4), pages 1339-1355, December.
    • Handle: RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-017-0722-6
    DOI: 10.1007/s00180-017-0722-6
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    References listed on IDEAS

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    1. Ng, H. K. T. & Kundu, D. & Balakrishnan, N., 2003. "Modified moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 283-298, July.
    2. Robert Serfling, 2002. "Efficient and Robust Fitting of Lognormal Distributions," North American Actuarial Journal, Taylor & Francis Journals, vol. 6(4), pages 95-109.
    3. Puig, Pedro, 2008. "A note on the harmonic law: A two-parameter family of distributions for ratios," Statistics & Probability Letters, Elsevier, vol. 78(3), pages 320-326, February.
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    Cited by:

    1. Lucas O. F. Sales & André L. S. Pinho & Marcelo Bourguignon & F. Moisés C. Medeiros, 2022. "Control charts for monitoring the median in non-negative asymmetric data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 1037-1068, October.

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