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On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale.

Authors :
Zaigraev, Alexander
Alama-Bućko, Magdalena
Source :
Metrika. May2013, Vol. 76 Issue 4, p577-593. 17p.
Publication Year :
2013

Abstract

Given a large sample from a location-scale population we estimate the unknown parameters by means of confidence regions constructed on the basis of two order statistics. The problem of the best choice of those statistics to obtain good estimates, as $$n\rightarrow \infty ,$$ is considered. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00261335
Volume :
76
Issue :
4
Database :
Academic Search Index
Journal :
Metrika
Publication Type :
Academic Journal
Accession number :
86999132
Full Text :
https://doi.org/10.1007/s00184-012-0405-9