Large sample estimation of Pareto quantiles using selected order statistics

DOI10.1007/BF01897798zbMath0558.62028MaRDI QIDQ762852

D. Kharzeev

Publication date: 1985

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175986

zbMATH Keywords

order statisticsNonlinear estimatescomplete sample estimatorsestimator of quantilesshape-scale family of Pareto distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Estimating survivor function using optimally selected order statistics ⋮ Estimation of parameters of location-scale family of distributions in complete and type ii censored samples ⋮ Pareto Regression: A Bayesian Analysis

Cites Work

• Estimation of the parameters of the Pareto distribution
• Large-sample quantile estimation in pareto laws
• Asymptotic Optimum Quantiles for the Estimation of the Parameters of the Negative Exponential Distribution
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