On maximum product of spagings (mps) estimation for burr xii distributions

DOI10.1080/03610919308813112zbMath0800.62116OpenAlexW1654332606MaRDI QIDQ4276183

D. V. Gokhale, Aarti Shah

Publication date: 19 January 1994

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813112

zbMATH Keywords

maximum likelihood estimationmean squared errorbootstrap sampling

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Estimation in two-parameter exponential distributions ⋮ Minimum L^q‐distance estimators for non‐normalized parametric models ⋮ Estimation of parameters in the presence of outliers for a burr XII distribution ⋮ Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ Optimal B-robust estimators for the parameters of the Burr XII distribution ⋮ Bayesian prediction bounds for the Burr type XII distribution in the presence of outliers ⋮ On the Estimation of Parameters of Kumaraswamy-GDistributions ⋮ Exponentiated Teissier distribution with increasing, decreasing and bathtub hazard functions

Cites Work

• Estimation of the mean and standard deviation of Burr distribution by order statistics
• A Look at the Burr and Related Distributions
• A guide to the Burr type XII distributions
• Model selection: some generalized distributions
• Cumulative Frequency Functions
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