论文信息 - Extrapolation of Linear Estimates to Larger Sample Sizes

Extrapolation of Linear Estimates to Larger Sample Sizes

Abstract A study is performed of McCool's method for constructing linear estimates from order statistics when the coefficients of a linear estimate for a smaller sample size are available. The efficiency of the method is investigated, using the theory of U statistics. Among other things, it is shown that in the case of the logistic distribution, the method produces an asymptotically efficient location parameter estimate and, in the case of the Pareto distribution, an asymptotically efficient scale parameter estimate.

Gunnar Blom | G. Blom

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