94 citations · 200 across the 15 of their papers we have counts for
8 papers · 1 filter
Combining Data from Surveys and Related Sources
Dexter Cahoy, Joseph Sedransk
To improve the precision of inferences and reduce costs there is considerable interest in combining data from several sources such as sample surveys and administrative data. Approp…
Estimation of Mittag-Leffler Parameters
Dexter Cahoy
We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computati…
Parameter estimation for fractional Poisson processes
Dexter Cahoy, Vladimir V. Uchaikin, Wojbor A. Woyczynski
The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situatio…
A bootstrap test for equality of variances
Dexter Cahoy
We introduce a bootstrap procedure to test the hypothesis that variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-th…
Log-moment estimators for the generalized Linnik and Mittag-Leffler distributions with applications to financial modeling
Dexter O. Cahoy, Wojbor A. Woyczyński
We propose formal estimation procedures for the parameters of the generalized, three-parameter Linnik and Mittag-Leffler distributions. The estimators ar…
Inverse stable prior for exponential models
Dexter Cahoy, Joseph Sedransk
We consider a class of non-conjugate priors as a mixing family of distributions for a parameter (e.g., Poisson or gamma rate, inverse scale or precision of an inverse-gamma, invers…
Inference for three-parameter M-Wright distributions with applications
Dexter Cahoy, Sharifa Minkabo
We propose point estimators for the three-parameter (location, scale, and the fractional parameter) variant distributions generated by a Wright function. We also provide uncertaint…
An estimation procedure for the Linnik distribution
Dexter Cahoy
We propose estimators for the parameters of the Linnik L distribution. The estimators are derived from the moments of the log-transformed Linnik distributed random variable,…