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Journal of the American Statistical Association Volume 80, 1985 - Issue 391
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Original Articles

Asymptotic Properties of a Family of Minimum Quantile Distance Estimators

Vincent N. Lariccia Department of Mathematical Sciences, University of Delaware, Newark, DE, 19711, USA
&
Thomas E. Wehrly Department of Statistics, Texas A & M University, College Station, TX, 77843, USA
Pages 742-747 | Received 01 Aug 1980, Published online: 12 Mar 2012

Citations (8)

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Read on this site (3)

Arturo J. Fernández. (2007) Posterior computations based on sample quantiles: one- and two-parameter exponential cases. Statistics 41:5, pages 409-420.
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Jacques Benichou & MitchellH. Gail. (1989) A Delta Method for Implicitly Defined Random Variables. The American Statistician 43:1, pages 41-44.
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Steven G. From. (1989) Optimal spacing of quantiles for the estimation of the mixing parameters in a mixture of two exponential distributions. Communications in Statistics - Theory and Methods 18:6, pages 2201-2223.
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Articles from other publishers (5)

Tsvetana Spasova. (2023) Estimating Income Distributions From Grouped Data: A Minimum Quantile Distance Approach. Computational Economics.
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Arturo J. Fernández. (2009) Bayesian estimation and prediction based on Rayleigh sample quantiles. Quality & Quantity 44:6, pages 1239-1248.
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G. V. Martynov. (1992) Statistical tests based on empirical processes and related questions. Journal of Soviet Mathematics 61:4, pages 2195-2271.
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Bakhodir Ergashev. (2009) Estimating the Lognormal-Gamma Model of Operational Risk Using the MCMC Method. SSRN Electronic Journal.
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Bakhodir Ergashev. (2008) Should Risk Managers Rely on Maximum Likelihood Estimation Method While Quantifying Operational Risk?. SSRN Electronic Journal.
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