Large deviations for method-of-quantiles estimators of one-dimensional parameters

DOI10.1080/03610926.2018.1554134OpenAlexW2963308895WikidataQ128614438 ScholiaQ128614438MaRDI QIDQ5077361

Lea Petrella, Claudio Macci, Valeria Bignozzi

Publication date: 18 May 2022

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

Full work available at URL: https://arxiv.org/abs/1611.04765

zbMATH Keywords

order statisticslocation parameterscale parametermethods of momentsskewness parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistics (62-XX) Large deviations (60F10)

Uses Software

• QRM

Cites Work

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• The method of simulated quantiles
• A method for estimating parameters and quantiles of distributions of continuous random variables
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• Estimation of the parameters of the extreme value distribution by use of two or three order statistics
• Matching a Distribution by Matching Quantiles Estimation
• Percentile estimators for the parameters of the Weibull distribution
• Simultaneous Estimation of the Parameters of the Extreme Value Distribution by Sample Quantiles