Generalized confidence interval of quantile from Gumbel distribution

DOI10.19638/J.ISSN1671-1114.20180103MaRDI QIDQ4688997zbMATH OpenFDO

Authors Xue Yu, Yonghui Fan

Publication date 22 October 2018

Full work available at URL https://doi.org/10.19638/J.ISSN1671-1114.20180103

zbMATH Keywords

generalized confidence intervalGumbel distributionlocation-scale familyminimum risk equivariant estimatorsquantile

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric tolerance and confidence regions (62G15)

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• Confidence intervals for quantiles using generalized lambda distributions

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