Some Best Parameter Estimates for Distributions with Finite Endpoint

DOI10.1080/02331889508802515zbMath0862.62028MaRDI QIDQ2785886

Michael Falk

Publication date: 29 May 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802515

zbMATH Keywords

BLUE; extreme order statistics; UMVU estimates; bias corrected largest order statistic; delta-neighborhood of generalized Pareto distributions

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G30: Order statistics; empirical distribution functions

Related Items

Iterative estimation of the extreme value index, Comparing extreme models when the sign of the extreme value index is known, Existence and consistency of the maximum likelihood estimator for the extreme value index, Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions, Does bias reduction with external estimator of second order parameter work for endpoint?, The extent of the maximum likelihood estimator for the extreme value index, Maximum likelihood estimation of extreme value index for irregular cases, Smooth tail-index estimation

Cites Work

• Independence of order statistics
• Estimating tails of probability distributions
• On estimating the endpoint of a distribution
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Residual life time at great age
• Statistical inference using extreme order statistics
• Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
• Asymptotic inference about a density function at an end of its range