Asymptotic Properties of a Family of Minimum Quantile Distance Estimators

DOI10.2307/2288494zbMath0579.62021OpenAlexW4253979658MaRDI QIDQ3702278

Thomas E. Wehrly, Vincent N. La Riccia

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2288494

zbMATH Keywords

robustnessasymptotic relative efficiencyconsistentasymptotically normalMonte Carlo studiessmall-sample propertiesthree- parameter lognormal distributionoptimal M-quantile estimatorparametric family of quantile functionsquadratic distance measure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Optimal spacing of quantiles for the estimation of the mixing parameters in a mixture of two exponential distributions ⋮ An application of Cheng's lemma for minimizing the asymptotic variance of best asymptotically normal estimators based on sample quantiles ⋮ Bounding maximum likelihood estimates based on incomplete ordered data ⋮ Posterior computations based on sample quantiles: one- and two-parameter exponential cases

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