ESTIMATION OF QUANTILES OF THE MAXIMUM OF N-OBSERVATIONS
成果类型：
Article
署名作者：
JOE, H
署名单位：
University of British Columbia
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/74.2.347
发表日期：
1987
页码：
347354
关键词：
摘要：
Given independent and identically distributed random variables from an unknown distribution F, we want to estimate quantiles of FN. Using asymptotic extreme-value theory, two parametric approximations to FN are considered and approximate maximum likelihood estimates are obtained. Conditions for consistency and asymptotic normality of these estimates are given, and properties of the estimates are obtained through a small simulation study.