Large sample estimation of Pareto quantiles using selected order statistics

DOI10.1007/BF01897798MaRDI QIDQ762852zbMATH OpenFDO

Authors D. Kharzeev

Publication date 1985

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175986

zbMATH Keywords

order statisticsNonlinear estimatescomplete sample estimatorsestimator of quantilesshape-scale family of Pareto distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Estimating quantiles using optimally selected order statistics
• Estimation of the Quantiles of PARETO'S Distribution
• Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions
• Comparisons between largest and smallest order statistics from Pareto distributions
• Estimation of parameters of a pareto distribution by generalized order statistics
• Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
• Estimates for order statistics in terms of quantiles

Cites work

• scientific article; zbMATH DE number 3755671 (Why is no real title available?)
• scientific article; zbMATH DE number 3757509 (Why is no real title available?)
• scientific article; zbMATH DE number 3452984 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• Asymptotic Optimum Quantiles for the Estimation of the Parameters of the Negative Exponential Distribution
• Estimation of the parameters of the Pareto distribution
• Large-sample quantile estimation in pareto laws

Cited in

(4)

• Pareto Regression: A Bayesian Analysis
• Estimating quantiles using optimally selected order statistics
• Estimation of parameters of location-scale family of distributions in complete and type ii censored samples
• Estimating survivor function using optimally selected order statistics

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