Some Best Parameter Estimates for Distributions with Finite Endpoint

DOI10.1080/02331889508802515zbMath0862.62028OpenAlexW1970295893MaRDI QIDQ2785886

Michael Falk

Publication date: 29 May 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802515

zbMATH Keywords

BLUEextreme order statisticsUMVU estimatesbias corrected largest order statisticdelta-neighborhood of generalized Pareto distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

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Cites Work

• Independence of order statistics
• Estimating tails of probability distributions
• On estimating the endpoint of a distribution
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Residual life time at great age
• Statistical inference using extreme order statistics
• Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
• Asymptotic inference about a density function at an end of its range