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Activity Number:
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663
- New Developments in Modern Statistical Estimation Theory
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Type:
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Contributed
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Date/Time:
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Thursday, August 3, 2017 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #324686
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Title:
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Endpoint Estimation for Observations with Normal Measurement Errors
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Author(s):
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Chen Zhou* and Liang Peng and Leng Xuan and Xing Wang
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Companies:
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De Nederlandsche Bank and Georgia State University and Erasmus University Rotterdam and Georgia State University
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Keywords:
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Extreme Value Theory ;
convolution ;
ultimate world record ;
Weibull domain of attraction
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Abstract:
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This paper investigates the estimation of the finite endpoint of a distribution function when the observations are contaminated by normally distributed measurement errors. Under the framework of Extreme Value Theory, we propose a class of estimators for the standard deviation of the measurement errors as well as for the endpoint. Asymptotic theories for the proposed estimators are established while their finite sample performance are demonstrated by simulations. In addition, we apply the proposed methods to the outdoor long jump data to estimate the ultimate limit for human beings in the long jump.
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Authors who are presenting talks have a * after their name.
