Weighted quantile-based estimation for a class of transformation distributions.

DOI10.1016/S0167-9473(01)00090-1zbMath1101.62323OpenAlexW1979275989MaRDI QIDQ1603674

H. L. MacGillivray, Glen D. Rayner

Publication date: 15 July 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(01)00090-1

zbMATH Keywords

Delta methodInferenceIterativeQuantile distributionReweight

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

Related Items (9)

Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection ⋮ Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model ⋮ Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution ⋮ Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference ⋮ Variational Bayes with synthetic likelihood ⋮ Generalized Tukey-type distributions with application to financial and teletraffic data ⋮ Generalized Control Charts for Non-Normal Data Usingg-and-kDistributions ⋮ Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC ⋮ Likelihood-free inference in high dimensions with synthetic likelihood

Uses Software

• Matlab

Cites Work

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