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

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  • Alexander Zaigraev
  • Magdalena Alama-Bućko

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. Copyright The Author(s) 2013

Suggested Citation

  • Alexander Zaigraev & Magdalena Alama-Bućko, 2013. "On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(4), pages 577-593, May.
    • Handle: RePEc:spr:metrik:v:76:y:2013:i:4:p:577-593
    DOI: 10.1007/s00184-012-0405-9
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    1. Einmahl, J. H.J. & Mason, D.M., 1992. "Generalized quantile processes," Other publications TiSEM b2a76bac-045d-457f-869f-d, Tilburg University, School of Economics and Management.
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    1. Alexander Zaigraev & Magdalena Alama-Bućko, 2018. "Optimal choice of order statistics under confidence region estimation in case of large samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(3), pages 283-305, April.

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