Sample quantiles and additive statistics: Information, sufficiency, estimation

DOI10.1016/0378-3758(95)00107-7zbMath0848.62002OpenAlexW1996816602MaRDI QIDQ1918223

Zinoviy Landsman

Publication date: 28 October 1996

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(95)00107-7

zbMATH Keywords

Fisher information measuresample quantilesmaximum likelihood equationsasymptotic sufficiencyadditive statisticsorder of increase in information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10)

Related Items (max. 100)

Lifetime dependence models generated by multiply monotone functions ⋮ Credibility theory: A new view from the theory of second order optimal statistics. ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ On credibility evaluation and the tail area of the exponential dispersion family ⋮ Modelling lifetime dependence for older ages using a multivariate Pareto distribution ⋮ Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails ⋮ Asymptotics of the sample coefficient of variation and the sample dispersion ⋮ On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem

Cites Work

• On the attainment of the Cramér-Rao bound in \({\mathbb{L}}_ r\)- differentiable families of distributions
• Asymptotic methods in statistical decision theory
• A Note on Quantiles in Large Samples
• A New Proof of the Bahadur Representation of Quantiles and an Application
• LEAST-SQUARES ESTIMATION OF LOCATION AND SCALE PARAMETERS USING ORDER STATISTICS
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