التفاصيل البيبلوغرافية
| العنوان: |
Estimating the end-point of a probability distribution using minimum-distance methods |
| المؤلفون: |
Hall, Peter, Wang, Jane-Ling |
| المصدر: |
Bernoulli |
| بيانات النشر: |
Chapman & Hall |
| سنة النشر: |
2015 |
| مصطلحات موضوعية: |
Keywords: Central limit theorem, Coefficient of determination, Domain of attraction, Extreme value theory, Goodness of fit, Greenwood's statistic, Least-squares maximum-likelihood order statistic, Pareto distribution, Sporting records, Weibull distribution, stat, envir |
| الوصف: |
A technique based on minimum distance, derived from a coefficient of determination and representable in terms of Greenwood's statistic, is used to derive an estimator of the end-point of a distribution. It is appropriate in cases where the actual sample size is very large and perhaps unknown. The minimum-distance estimator is compared with a competitor based on maximum likelihood and shown to enjoy lower asymptotic variance for a range of values of the extremal exponent. When only a small number of extremes is available, it is well defined much more frequently than the maximumlikelihood estimator. The minimum-distance method allows exact interval estimation, since the version of Greenwood's statistic on which it is based does not depend on nuisance parameters. |
| نوع الوثيقة: |
article in journal/newspaper |
| اللغة: |
unknown |
| العلاقة: |
http://hdl.handle.net/1885/91420Test |
| الإتاحة: |
http://hdl.handle.net/1885/91420Test |
| حقوق: |
undefined |
| رقم الانضمام: |
edsbas.DDEE4BBF |
| قاعدة البيانات: |
BASE |
