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Activity Number: 114
Type: Contributed
Date/Time: Monday, August 7, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #306675
Title: Estimation of the Parameter of the Skewed Double Exponential Distributions
Author(s): Keshav Jagannathan*+
Companies: Coastal Carolina University
Address: Department of Mathematics and Statistics, Conway, SC, 29528,
Keywords: skewed double exponential distribution ; asymptotic unbiasedness ; consistent estimators
Abstract:

This talk will focus on estimating the parameter of the Skewed Double Exponential distributions using two different methodologies. Shortcomings of the estimators, as well as key properties will be discussed. Uniqueness results pertaining to the estimators as well as simulation studies will also be presented.

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