Simple large sample estimators of scale and location parameters based on blocks of order statistics.

Kubat, Peter. "Simple large sample estimators of scale and location parameters based on blocks of order statistics.." Trabajos de Estadística e Investigación Operativa 33.3 (1982): 86-118. <http://eudml.org/doc/40669>.

@article{Kubat1982,
abstract = {In this paper quite efficient large sample estimation procedures are derived for jointly estimating the parameters of the location-scale family of distributions. These estimators are linear combinations of the means of suitably chosen blocks of order statistics. For specific distributions, such as the extreme-value, normal, and logistic, little is to be gained by using more than three blocks. For these distributions we can obtain joint relative asymptotic efficiencies of 97-98% using the means of three blocks of ordered observations. The estimation procedures are also adapted for the estimation of the shape and scale parameters of the Weibull distribution.},
author = {Kubat, Peter},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Inferencia estadística; Estimador puntual; location-scale family; relative asymptotic efficiencies; Weibull distribution; sample mean of block; asymptotic normality; order statistics; extreme-value; normal},
language = {eng},
number = {3},
pages = {86-118},
title = {Simple large sample estimators of scale and location parameters based on blocks of order statistics.},
url = {http://eudml.org/doc/40669},
volume = {33},
year = {1982},
}

TY - JOUR
AU - Kubat, Peter
TI - Simple large sample estimators of scale and location parameters based on blocks of order statistics.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1982
VL - 33
IS - 3
SP - 86
EP - 118
AB - In this paper quite efficient large sample estimation procedures are derived for jointly estimating the parameters of the location-scale family of distributions. These estimators are linear combinations of the means of suitably chosen blocks of order statistics. For specific distributions, such as the extreme-value, normal, and logistic, little is to be gained by using more than three blocks. For these distributions we can obtain joint relative asymptotic efficiencies of 97-98% using the means of three blocks of ordered observations. The estimation procedures are also adapted for the estimation of the shape and scale parameters of the Weibull distribution.
LA - eng
KW - Inferencia estadística; Estimador puntual; location-scale family; relative asymptotic efficiencies; Weibull distribution; sample mean of block; asymptotic normality; order statistics; extreme-value; normal
UR - http://eudml.org/doc/40669
ER -