Inference Based on Order Statistics from the Generalized Pareto Distribution and Application

DOI10.1081/SAC-200055643zbMath1065.62028OpenAlexW2094177174MaRDI QIDQ5460703

Mohamed Abd Elwahab Mahmoud, Mohamed E. Moshref, Khalaf Salman Sultan

Publication date: 18 July 2005

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

Full work available at URL: https://doi.org/10.1081/sac-200055643

zbMATH Keywords

momentstablesMonte Carlo simulationBLUEpivotal quantityEdgeworth approximationapproximate confidence intervalcoefficients of skewness and kurtosis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Related Items (2)

Higher order moments of order statistics from the Lindley distribution and associated inference ⋮ On the order statistics of exponentiated moment exponential distribution and associated inference

Cites Work

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• Approximate distributions of order statistics. With applications to nonparametric statistics
• Statistical inference using extreme order statistics
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Record values from generlized Pareto distribution and associated inference.

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