A method for estimating parameters and quantiles of distributions of continuous random variables

DOI10.1016/0167-9473(94)00049-OzbMath0900.62114OpenAlexW2046714069MaRDI QIDQ1352110

Ali S. Hadi, Enrique F. Castillo

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00049-o

zbMATH Keywords

Least median of squaresOrder statisticsMaximum likelihoodUMVUEMethod of momentsMedianPercentile method

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (11)

Estimation in two-parameter exponential distributions ⋮ Parameter Estimation for the Linear Hazard Rate Distribution Based on Records and Inter-record Times ⋮ Large deviations for method-of-quantiles estimators of one-dimensional parameters ⋮ An alpha-power extension for the Birnbaum–Saunders distribution ⋮ Modeling of maximum precipitation using maximal generalized extreme value distribution ⋮ Estimation of the Generalized Lambda Distribution Parameters for Grouped Data ⋮ A consistent method of estimation for the parameters of the three-parameter inverse Gaussian distribution ⋮ A method for estimating lorenz curves ⋮ An ordered family of Lorenz curves ⋮ A novel means of estimating quantiles for 2-parameter Weibull distribution under the right random censoring model ⋮ An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators.

Cites Work

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• Bootstrap methods: another look at the jackknife
• The Use of Generalized Probability Paper for Continuous Distributions
• Least Median of Squares Regression
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Estimates of Location Based on Rank Tests

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