Abstract #301021

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JSM 2003 Abstract #301021
Activity Number: 244
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #301021
Title: Estimation Using Quantile Function Structure
Author(s): Deo Kumar Srivastava*+ and Govind S. Mudholkar and Georgia D. Kollia
Companies: St. Jude Children's Research Hospital and University of Rochester and Bristol-Myers Squibb Company
Address: 570 Saint Jude Pl., Memphis, TN, 38105-2701,
Keywords: jackknife ; L-estimators ; MLE ; pseudovalues
Abstract:

A heuristic approach to estimation using quantile functions is proposed and applied to constructing simple L-estimators of the parameters of Weibull and Pareto distributions. The general approach to construction involves starting with convenient "pivotal statistics" and refining them using the jackknife approach to obtain simple closed form estimators. Empirical studies of these L-estimators for Weibull and Pareto parameters so obtained show that they are essentially bias free and in terms of MSE compare very well with the MLE and other competitors.


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