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Fundamentalnaya i Prikladnaya Matematika, 2020, Volume 23, Issue 1, Pages 25–49 (Mi fpm1865)  
This article is cited in 1 scientific paper (total in 1 paper)

On estimation of the scale and location parameters of distribution tails

P. I. Akhtyamova, I. V. Rodionovba

a Moscow Institute of Physics and Technology, 9 Institutskiy per., Dolgoprudny, Moscow Region, 141700, Russia
b Trapeznikov Institute of Control Sciences of RAS, 65 Profsoyuznaya St., Moscow, 117997, Russia
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Abstract: 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.
English version:
Journal of Mathematical Sciences (New York), 2022, Volume 262, Issue 4, Pages 406–424
DOI: https://doi.org/10.1007/s10958-022-05824-w
Document Type: Article
UDC: 519.218
Language: Russian
Citation: P. I. Akhtyamov, I. V. Rodionov, “On estimation of the scale and location parameters of distribution tails”, Fundam. Prikl. Mat., 23:1 (2020), 25–49; J. Math. Sci., 262:4 (2022), 406–424
Citation in format AMSBIB
\Bibitem{AkhRod20}
\by P.~I.~Akhtyamov, I.~V.~Rodionov
\paper On estimation of the scale and location parameters of distribution tails
\jour Fundam. Prikl. Mat.
\yr 2020
\vol 23
\issue 1
\pages 25--49
\mathnet{http://mi.mathnet.ru/fpm1865}
\transl
\jour J. Math. Sci.
\yr 2022
\vol 262
\issue 4
\pages 406--424
\crossref{https://doi.org/10.1007/s10958-022-05824-w}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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