A comparison between Rosenblatt's estimator and parametric density estimators for determining test limits.

DOI10.1016/S0167-9473(97)00049-2MaRDI QIDQ1128622zbMATH OpenFDO

Authors Wilbert C. M. Kallenberg, Willem Albers, Gertjan D. Otten

Publication date 13 August 1998

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo experimentsJohnson systemPearson systemBox--Cox modelExponential power distributionNormal test limitRobust test limitSpecification limit

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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• Setting test limits under prescribed consumer loss
• The Johnson System: Selection and Parameter Estimation

Cited in

(1)

• Accurate test limits under nonnormal measurement error.

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