Browsing by Subject "Quantile"

Now showing items 1-4 of 4

    • Conditional Volatility Estimation by Conditional Quantile Autoregression 

      Mutunga, D. N.; Mwita, Peter N.; Muema, B. K. (HIKARI Ltd, 2014)
      This paper considers the problem of estimating conditional volatility function using conditional quantile autoregression function. We estimate the interquantile autoregression range and the conditional volatility function ...

    • Discussion on Generalized Modified Inverse Rayleigh 

      Nasiru, Suleman; Mwita, Peter N.; Ngesa, Oscar (2018-01-01)
      In this paper, a generalization of the modified inverse Rayleigh distribution called the new exponentiated generalized modified inverse Rayleigh distribution is proposed and studied. Various sub-models of the new distribution ...

    • Estimation of T- period’s ahead extreme quantile autoregression function 

      Mwita, Peter Nyamuhanga (African Journal of Mathematics and Computer Science Research, 2010)
      This paper considers the estimation of extreme quantile autoregression function by using a parametric model. We combine direct estimation of quantiles in the middle region with that of extreme parts using the model and ...

    • Exponentiated Generalized Transformed-Transformer Family of Distributions 

      Nasiru, Suleman; Mwita, Peter N.; Ngesa, Oscar (Scienpress Ltd, 2017)
      Recently, the development of generalized class of distributions has become an issue of interest, to both applied and theoretical statisticians, due to their wider application in different fields of studies. Thus, ...