Inference Based on Order Statistics from the Generalized Pareto Distribution and Application

DOI10.1081/SAC-200055643MaRDI QIDQ5460703zbMATH OpenOpenAlexFDO

Authors Mohamed Abdul Wahab Mahmoud, Khalaf Salman Sultan, M. E. Moshref

Publication date 18 July 2005

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sac-200055643

zbMATH Keywords

approximate confidence intervalBLUEcoefficients of skewness and kurtosisEdgeworth approximationmomentsMonte Carlo simulationpivotal quantitytables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

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Cites work

• Approximate distributions of order statistics. With applications to nonparametric statistics
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• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Record values from generlized Pareto distribution and associated inference.
• Statistical inference using extreme order statistics

Cited in

(12)

• Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution
• On characterizations of the generalized Pareto distributions based on progressively censored order statistics
• Inference for generalized inverse Lindley distribution based on generalized order statistics
• Confidence intervals of the generalized Pareto distribution parameters based on upper record values
• On the ABLUE of the scale parameter of the generalized Pareto distribution.
• On the blue of the scale parameter of the generalized Pareto distribution
• On the order statistics of exponentiated moment exponential distribution and associated inference
• scientific article; zbMATH DE number 1532014 (Why is no real title available?)
• Estimation of parameters of a pareto distribution by generalized order statistics
• On generalized order statistics from generalized pareto distribution
• Higher order moments of order statistics from the Lindley distribution and associated inference
• Record values from generlized Pareto distribution and associated inference.

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