Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149919 | Journal of Statistical Planning and Inference | 2008 | 11 Pages |
Abstract
In this work we propose a technique of estimating the location parameter μ and scale parameter Ï of a distribution by U-statistics constructed by taking best linear functions of order statistics as kernels. The method has been illustrated for estimating the location and scale parameters of type-I extreme value distribution. We have computed the asymptotic relative efficiencies of the proposed U-statistics with the appropriate maximum likelihood estimators based on samples drawn from each of type-I extreme value, logistic and normal distributions. In all cases very high asymptotic relative efficiencies are obtained.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
P. Yageen Thomas, N.V. Sreekumar,