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...

Full description

Bibliographic Details

Published in:	Tamsui Oxford Journal of Mathematical Sciences 23, 4 (2007(N)).
Main Author:	Handa, B.R
Format:	Article
Language:	English
Subjects:	Order statistics. Modified maximum likelihood estimators. Moment estimators. Least square estimators. Asymptotically most efficient estimators.