Large sample estimation of Pareto quantiles using selected order statistics
From MaRDI portal
Publication:762852
DOI10.1007/BF01897798zbMATH Open0558.62028MaRDI QIDQ762852FDOQ762852
Authors: D. Kharzeev 
Publication date: 1985
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175986
Recommendations
- Estimating quantiles using optimally selected order statistics
- Estimation of the Quantiles of PARETO'S Distribution
- Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions
- Comparisons between largest and smallest order statistics from Pareto distributions
- Estimation of parameters of a pareto distribution by generalized order statistics
- Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
- Estimates for order statistics in terms of quantiles
order statisticsNonlinear estimatescomplete sample estimatorsestimator of quantilesshape-scale family of Pareto distributions
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Title not available (Why is that?)
- Estimation of the parameters of the Pareto distribution
- Large-sample quantile estimation in pareto laws
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic Optimum Quantiles for the Estimation of the Parameters of the Negative Exponential Distribution
Cited In (4)
This page was built for publication: Large sample estimation of Pareto quantiles using selected order statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q762852)
