On estimation of the scale and location parameters of distribution tails
Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 25-49
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Estimators of the location and scale parameters are proposed for tails of distributions belonging to the Gumbel or Frechèt maximum domain of attraction using only higher order statistics of the sample. The related problem for the Gumbel domain of attraction is considered for the first time.
@article{FPM_2020_23_1_a1,
author = {P. I. Akhtyamov and I. V. Rodionov},
title = {On estimation of the scale and location parameters of distribution tails},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {25--49},
publisher = {mathdoc},
volume = {23},
number = {1},
year = {2020},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a1/}
}
TY - JOUR AU - P. I. Akhtyamov AU - I. V. Rodionov TI - On estimation of the scale and location parameters of distribution tails JO - Fundamentalʹnaâ i prikladnaâ matematika PY - 2020 SP - 25 EP - 49 VL - 23 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a1/ LA - ru ID - FPM_2020_23_1_a1 ER -
P. I. Akhtyamov; I. V. Rodionov. On estimation of the scale and location parameters of distribution tails. Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 25-49. http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a1/