Linear estimation for the extended exponential power distribution

DOI10.1080/00949655.2015.1064927OpenAlexW2271873763MaRDI QIDQ5222413

Samuel E. Tumlinson, Jerome P. Keating, Narayanaswamy Balakrishnan

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1064927

zbMATH Keywords

order statisticsgamma distributionproduct momentssingle momentsbest linear unbiased estimatorsstandard errorextended exponential power distributionlocation and scale parameters

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items

Moments of order statistics of the standard two-sided power distribution, New fat-tail normality test based on conditional second moments with applications to finance

Uses Software

• R
• combinat
• normalp
• zipfR

Cites Work

• A generalized normal distribution
• The extended exponential power distribution and Bayesian robustness.
• A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.
• Statistical Size Distributions in Economics and Actuarial Sciences
• Order Statistics from the Gamma Distribution
• Relationships among Moments of Order Statistics in Samples from Two Related Populations
• LEAST-SQUARES ESTIMATION OF LOCATION AND SCALE PARAMETERS USING ORDER STATISTICS
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