10 citations · 21 across the 11 of their papers we have counts for
12 papers
A gamma tail statistic and its asymptotics
Toshiya Iwashita, Bernhard Klar
Asmussen and Lehtomaa [Distinguishing log-concavity from heavy tails. Risks 5(10), 2017] introduced an interesting function which is able to distinguish between log-convex and…
Lancaster correlation -- a new dependence measure linked to maximum correlation
Hajo Holzmann, Bernhard Klar
We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correl…
Centre-free kurtosis orderings for asymmetric distributions
Andreas Eberl, Bernhard Klar
The concept of kurtosis is used to describe and compare theoretical and empirical distributions in a multitude of applications. In this connection, it is commonly applied to asymme…
Using Proxies to Improve Forecast Evaluation
Hajo Holzmann, Bernhard Klar
Comparative evaluation of forecasts of statistical functionals relies on comparing averaged losses of competing forecasts after the realization of the quantity , on which the fu…
Stochastic orders and measures of skewness and dispersion based on expectiles
Andreas Eberl, Bernhard Klar
Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite pro…
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
Bruno Ebner, Lena Eid, Bernhard Klar
We introduce a new characterization of the Cauchy distribution and propose a class of goodness-of-fit tests to the Cauchy family. The limit distribution is derived in a Hilbert spa…
Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators
Ariane Hanebeck, Bernhard Klar
In this paper, we introduce a new smooth estimator for continuous distribution functions on the positive real half-line using Szasz-Mirakyan operators, similar to Bernstein's appro…
Minimum -distance estimators for non-normalized parametric models
Steffen Betsch, Bruno Ebner, Bernhard Klar
We propose and investigate a new estimation method for the parameters of models consisting of smooth density functions on the positive half axis. The procedure is based on a recent…
Expectile based measures of skewness
Andreas Eberl, Bernhard Klar
In the literature, quite a few measures have been proposed for quantifying the deviation of a probability distribution from symmetry. The most popular of these skewness measures ar…
Weighted scoring rules and hypothesis testing
Hajo Holzmann, Bernhard Klar
We discuss weighted scoring rules for forecast evaluation and their connection to hypothesis testing. First, a general construction principle for strictly locally proper weighted s…
Expectile Asymptotics
Hajo Holzmann, Bernhard Klar
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment,…
Data Transformations and Goodness-of-Fit Tests for Type-II Right Censored Samples
Christian Goldmann, Bernhard Klar, Simos G. Meintanis
We suggest several goodness-of-fit methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample int…