In this paper quite efficient large sample estimation procedures are derived for jointly estimating the parameters of the location-scale family of distributions. These estimators are linear combinations of the means of suitably chosen blocks of order statistics. For specific distributions, such as the extreme-value, normal, and logistic, little is to be gained by using more than three blocks. For these distributions we can obtain joint relative asymptotic efficiencies of 97-98% using the means of three blocks of ordered observations. The estimation procedures are also adapted for the estimation of the shape and scale parameters of the Weibull distribution.
@article{urn:eudml:doc:40669,
title = {Simple large sample estimators of scale and location parameters based on blocks of order statistics.},
journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa},
volume = {33},
year = {1982},
pages = {86-118},
zbl = {0521.62027},
mrnumber = {MR0697380},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40669}
}
Kubat, Peter. Simple large sample estimators of scale and location parameters based on blocks of order statistics.. Trabajos de Estadística e Investigación Operativa, Tome 33 (1982) pp. 86-118. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40669/