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Details for article 15 of 15 found articles
| Title: |
The distribution of the weighted moving median of a sequence of iid observations |
| Author: |
Dunsmuir, William T.M. Scott, David J. Wang, Qiu |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 25 (1996) nr. 4 pages 1015-1029 |
| Year: |
1996 |
| Contents: |
This paper provides a method for calculating or estimating the sequence of marginal distributions for a weighted moving median of a sequence of independent and identically distributed random variables. The particular example considered in detail is that of the exponentially weighted moving median, a robust alternative to the exponentially weighted moving average. For sample sizes up to N = 40 the marginal distribution can be derived exactly for any underlying distribution. For sample sizes greater than N = 40, simulation provides a useful method for calculating the distribution. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 15 of 15 found articles
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