Asymptotics of Statistical Estimates Constructedfrom Censored Samples of Distributions with RegularlyVarying Tails

We consider the asymptotic behavior of the Pitman estimators $\hat \theta_n$ for the density location parameter $f(x-\theta)=C(1+\alpha)(x-\theta)^{\alpha}L(x-\theta)$, $x\downarrow \theta $, $\alpha>-1$, $L(x)=1+D_1(1+\ell (1+\alpha)^{-1})x^{\ell }+o(x^{\ell })$, $\ell >0$, by observations ov...

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Bibliographic Details

Published in:	Theory of probability and its applications Vol. 42; no. 3; pp. 495 - 512
Main Author:	Tikhov, M. S.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.07.1998
Subjects:	Investigations Parameter estimation Random variables
ISSN:	0040-585X, 1095-7219
Online Access:	Get full text
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