Optimum linear unbiased estimation of scale parameter by absolute values of order statistics in symmetric distributions

1991 ◽  
Vol 20 (4) ◽  
pp. 1159-1172 ◽  
Author(s):  
K. Rosaiah ◽  
R.R.L. Kantam ◽  
V.L. Narasimham
Keyword(s):  
Order Statistics ◽  
Scale Parameter ◽  
Unbiased Estimation ◽  
Symmetric Distributions ◽  
Linear Unbiased Estimation

scholarly journals On the ABLUE of the scale parameter of the generalized Pareto distribution

2000 ◽  
Vol 31 (4) ◽  
pp. 317-330
Author(s):  
Smiley W. Cheng ◽  
C. H. Chou
Keyword(s):  
Pareto Distribution ◽  
Scale Parameter ◽  
Generalized Pareto Distribution ◽  
Unbiased Estimation ◽  
Large Sample Size ◽  
Best Linear Unbiased Estimation ◽  
Generalized Pareto ◽  
Sigma 1 ◽  
Best Linear Unbiased ◽  
Linear Unbiased Estimation

We study the asymptotic best linear unbiased estimation of the scale parameter of the generalized Pareto distribution (GPD) with the probability density function (p.d.f.)$$ f(x)=\left\{\begin{array}{ll} \sigma^{-1}(1-rx/\sigma)^{1/r-1},~~&r\not=0 \\ \sigma^{-1}\exp(-x/\sigma),~~&r=0. \end{array}\right.$$In Cheng and Chou (2000), the best linear unbiased estimation of the scale parameter was discussed for finite samples. We study the large sample size cases here. Results of some chosen cases are tabulated.

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