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This chapter develops three different “Tug-of-War” 2TSF models, which practical experience has shown may be needed in studies with small sample sizes. Two of the models are reductions of the benchmark Normal-Exponential and Normal-Half Normal 2TSF models, and the third uses Copulas to allow for intra-error statistical dependence. The empirical application of the model shows how the models can be used with really small sample sizes.

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Extensions I: 2TSF Tug-of-War Models

  • 章节

  • 发表日期：

    2025年

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  • Alecos Papadopoulos,
  • Christopher F. Parmeter

摘要

This chapter develops three different “Tug-of-War” 2TSF models, which practical experience has shown may be needed in studies with small sample sizes. Two of the models are reductions of the benchmark Normal-Exponential and Normal-Half Normal 2TSF models, and the third uses Copulas to allow for intra-error statistical dependence. The empirical application of the model shows how the models can be used with really small sample sizes.