Large sample estimation of Pareto quantiles using selected order statistics (Q762852)
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scientific article; zbMATH DE number 3890520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large sample estimation of Pareto quantiles using selected order statistics |
scientific article; zbMATH DE number 3890520 |
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Large sample estimation of Pareto quantiles using selected order statistics (English)
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1985
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Nonlinear estimates of the population quantile, \(x_{\xi}\) \((0<\xi <1)\), of the shape-scale family of Pareto distributions are considered based on a few selected order statistics. Asymptotic relative efficiencies (A.R.E.'s) of the estimators are given relative to complete sample estimators and the usual nonparametric estimator of quantiles.
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Nonlinear estimates
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shape-scale family of Pareto distributions
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order statistics
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complete sample estimators
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estimator of quantiles
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0.8876377
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0.8820851
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0.8818381
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0.87298834
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