On Estimating the Endpoint of a Distribution
Hall, Peter
Ann. Statist., Tome 10 (1982) no. 1, p. 556-568 / Harvested from Project Euclid
We propose a method of estimating the endpoint, $\theta$, of a distribution when only limited information is available about the behaviour of the distribution in the neighbourhood of $\theta$. By using increasing numbers of extreme order statistics we obtain an estimator which improves on earlier estimators based on only a bounded number of extremes. In a certain particular model our estimator is equal to a maximum likelihood estimator, but it is robust against departures from this model.
Publié le : 1982-06-14
Classification:  Central limit theorem,  efficiency,  endpoint,  extreme order statistics,  regularly varying,  robust,  62F10,  62G05,  60F05
@article{1176345796,
     author = {Hall, Peter},
     title = {On Estimating the Endpoint of a Distribution},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 556-568},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345796}
}
Hall, Peter. On Estimating the Endpoint of a Distribution. Ann. Statist., Tome 10 (1982) no. 1, pp.  556-568. http://gdmltest.u-ga.fr/item/1176345796/