Explicit estimators of the location and scale parameters of a symmetric hyperbolic distribution

Explicit estimators of the location and scale parameters of a symmetric hyperbolic distribution

Explicit modified maximum likelihood estimators(MMLE) of the location and scale parameters of a symmetric hyperbolic distribution are obtained as linear functions of the order statistics of a random sample. These new estimators are unbiased and have some other nice properties. Numerical comparisons...

Disgrifiad llawn

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Tamsui Oxford Journal of Mathematical Sciences 23, 4 (2007(N)).
Prif Awdur: Handa, B.R
Fformat: Erthygl
Iaith:English
Pynciau:
Order statistics.
Modified maximum likelihood estimators.
Moment estimators.
Least square estimators.
Asymptotically most efficient estimators.