An application of Cheng's lemma for minimizing the asymptotic variance of best asymptotically normal estimators based on sample quantiles

DOI10.1016/0378-3758(90)90138-KMaRDI QIDQ921768zbMATH OpenWikidataFDO

Authors Steven G. From

Publication date 1990

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(90)90138-K

zbMATH Keywords

BAN-estimatorslinear failure rate distributionmonotone likelihood ratiooptimal spacings for non-location, non-scale parametersoptimal spacings of best asymptotically normal estimatorssample quantiles

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

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Cites work

• A density-quantile function approach to optimal spacing selection
• A Unified Approach to Choosing Optimum Quantiles for the ABLE's
• Asymptotic Properties of a Family of Minimum Quantile Distance Estimators
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• Optimal Grouping, Spacing, Stratification, and Piecewise Constant Approximation
• Optimal spacing of quantiles for the estimation of the mixing parameters in a mixture of two exponential distributions

Cited in

(2)

• Posterior computations based on sample quantiles: one- and two-parameter exponential cases
• Bounding maximum likelihood estimates based on incomplete ordered data

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