Asymptotic Properties of a Family of Minimum Quantile Distance Estimators (Q3702278)
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scientific article; zbMATH DE number 3928090
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| English | Asymptotic Properties of a Family of Minimum Quantile Distance Estimators |
scientific article; zbMATH DE number 3928090 |
Statements
1985
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quadratic distance measure
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parametric family of quantile functions
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consistent
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asymptotically normal
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asymptotic relative efficiency
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three- parameter lognormal distribution
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small-sample properties
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robustness
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optimal M-quantile estimator
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Monte Carlo studies
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Asymptotic Properties of a Family of Minimum Quantile Distance Estimators (English)
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0.8288860321044922
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0.7934557199478149
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0.7803558707237244
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