Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family

DOI10.1080/03610926.2015.1060337MaRDI QIDQ4976204zbMATH OpenOpenAlexFDO

Authors

Publication date 27 July 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.07915

zbMATH Keywords

extreme value theorygeneral record modelspartial maximaPfeifer modelselected populationuniformly minimum variance unbiased estimator

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Statistical ranking and selection procedures (62F07) Point estimation (62F10)

Abstract: We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non-stationary scheme. We develop unbiased estimation of the parameters of the dynamically selected population and evaluate the risk of the estimators. We provide comparisons with natural estimators and obtain asymptotic results. Finally, we illustrate the applicability of the results using real data.

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Cites work

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Cited in

(1)

• On dealing with the unknown population minimum in parametric inference

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