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Large sample estimation of Pareto quantiles using selected order statistics

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Summary

Nonlinear estimates of the population quantile,49-1, of the shape-scale family of Pareto distributions are considered based on a few selected order statistics. Asymptotic relative efficiencies (A.R.E′.s) of the estimators are given relative to complete sample estimators and the usual nonparametric estimator of quantiles.

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Authors and Affiliations

  1. Department of Mathematics & Statistics, Carleton University, K1S 5B6, Ottawa, Ontario, Canada

    A. K. Md. E. Saleh

  2. Department of Mathematical Sciences, Ball State University, 47306, Muncie, IN, USA

    M. M. Ali & D. Umbach

Authors
  1. A. K. Md. E. Saleh
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  2. M. M. Ali
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  3. D. Umbach
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Saleh, A.K.M.E., Ali, M.M. & Umbach, D. Large sample estimation of Pareto quantiles using selected order statistics. Metrika 32, 49–56 (1985). https://doi.org/10.1007/BF01897798

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  • DOI: https://doi.org/10.1007/BF01897798

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