On generalized order statistics from generalized pareto distribution
| Autor: | Mehdi Rajaei Salmasi, Gholamhosein Yari |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
021103 operations research Order statistic 0211 other engineering and technologies Generalized linear array model 02 engineering and technology Generalized p-value 01 natural sciences Hierarchical generalized linear model 010104 statistics & probability Modeling and Simulation Generalized beta distribution Statistics Generalized integer gamma distribution 0101 mathematics Generalized estimating equation Generalized additive model for location scale and shape Mathematics |
| Zdroj: | Communications in Statistics - Simulation and Computation. 46:5682-5697 |
| ISSN: | 1532-4141 0361-0918 |
| DOI: | 10.1080/03610918.2016.1171348 |
| Popis: | The aim of this paper is to estimate parameters of generalized Pareto distribution based on generalized order statistics. Some non-Bayesian methods, such as MLE, bootstrap and unbiased estimators have been obtained to develop point and interval estimations. Bayesian estimations have also been derived under LSE and LINEX loss functions. To compare the performances of the employed methods, numerical results have been computed. To illustrate dependence and association properties of generalized order statistics, correlation coefficient and some informational measures in closed form have been obtained. |
| Databáze: | OpenAIRE |
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