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Optimal choice of order statistics under confidence region estimation in case of large samples

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Listed:
  • Alexander Zaigraev

    (Nicolaus Copernicus University)

  • Magdalena Alama-Bućko

    (UTP University of Science and Technology)

Abstract

The problem of optimal estimation of location and scale parameters of distributions, by means of two-dimensional confidence regions based on L-statistics, is considered. The case, when the sample size tends to infinity, is analyzed.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:metrik:v:81:y:2018:i:3:d:10.1007_s00184-018-0643-6
    DOI: 10.1007/s00184-018-0643-6
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    References listed on IDEAS

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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.
    2. 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.
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