On variances and covariances of a kind of extreme order statistics

DOI10.1080/03610926.2014.901373zbMath1342.62081OpenAlexW2343291526MaRDI QIDQ3178643

Mingfa Zhou, Jiangfeng Li, Changshou Deng, Jin-Liang Wang

Publication date: 15 July 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.901373

zbMATH Keywords

order statisticsuniform integrabilityUMVUE

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

Cites Work

• Iterative estimation of the extreme value index
• Bias reduction for endpoint estimation
• Some further inequalities for univariate moments and some new ones for the covariance
• Estimation of location and scale parameters of a distribution by U-statistics based on best linear functions of order statistics
• Mathematical Statistics

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