Inference Based on Order Statistics from the Generalized Pareto Distribution and Application
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Publication:5460703
DOI10.1081/SAC-200055643zbMath1065.62028MaRDI QIDQ5460703
Mohamed Abd Elwahab Mahmoud, Mohamed E. Moshref, Khalaf Salman Sultan
Publication date: 18 July 2005
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sac-200055643
moments; tables; Monte Carlo simulation; BLUE; pivotal quantity; Edgeworth approximation; approximate confidence interval; coefficients of skewness and kurtosis
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
62E15: Exact distribution theory in statistics
62G30: Order statistics; empirical distribution functions
65C05: Monte Carlo methods
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Higher order moments of order statistics from the Lindley distribution and associated inference, On the order statistics of exponentiated moment exponential distribution and associated inference
Cites Work
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Statistical inference using extreme order statistics
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Record values from generlized Pareto distribution and associated inference.
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