On the Behavior of Some Estimators from Probability Plots

DOI10.2307/2288712MaRDI QIDQ3339099zbMATH OpenOpenAlexFDO

Authors Vijayan N. Nair

Publication date 1984

Full work available at URL https://doi.org/10.2307/2288712

zbMATH Keywords

asymptotic distributionasymptotic, finite-sample, robustnessextreme order statisticsL-estimatorslocation scaleoptimality propertiesordinary least squares estimatorsProbability plotstrimmingweighted least squares linesWinsorizing

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

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(9)

• Nearly unbiased probability plots for extreme value distributions
• Detecting tail behavior: mean excess plots with confidence bounds
• Levene type tests for the ratio of two scales
• A modified one-sample Q-Q plot and a test for normality
• Resampling methods for the nonparametric and generalized Behrens-Fisher problems
• A combined test for differences in scale based on the interquantile range
• Methods to test for equality of two normal distributions
• Probability plots based on Student'st-distribution
• Hodges-Lehmann quantile-quantile plots

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