On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale

Alexander Zaigraev, Magdalena Alama-Bućko

Type: Article

Publication Date: 2012-08-04

Citations: 2

DOI: https://doi.org/10.1007/s00184-012-0405-9

Abstract

Given a large sample from a location-scale population we estimate the unknown parameters by means of confidence regions constructed on the basis of two order statistics. The problem of the best choice of those statistics to obtain good estimates, as $$n\rightarrow \infty ,$$ is considered.

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Works Cited by This (7)

Action	Title	Year	Authors
+	Approximate Distributions of Order Statistics	1989	Rolf–Dieter Reiss
+	Stochastic orders and their applications	1994	Moshe Shaked J. George Shanthikumar
+ PDF Chat	Confidence regions of minimal area for the scale-location parameter and their applications	2001	A. Czarnowska A. V. Nagaev
+	Optimal spacing of the selected sample quantiles for the joint estimation of the location and scale parameters of a symmetric distribution	1998	Junjiro Ogawa
+ PDF Chat	Asymptotic analysis of minimum volume confidence regions for location-scale families	2006	Magdalena Alama-Bućko A. V. Nagaev Alexander Zaigraev
+ PDF Chat	Generalized Quantile Processes	1992	J.H.J. Einmahl David M. Mason
+	A first course in order statistics	1993