Invariant estimation of the location parameter on groups
β Scribed by V. N. Nikulin
- Publisher
- Springer US
- Year
- 1991
- Tongue
- English
- Weight
- 226 KB
- Volume
- 53
- Category
- Article
- ISSN
- 1573-8795
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π SIMILAR VOLUMES
Parameter estimation in a physical system from observed data is carried out by a method which combines invariant imbedding formalism and the method of characteristics. This avoids the necessity of making use of an initial guess for the parameter necessary if one adopts quasilinearization techniques.
In this paper, based on moment-type and location invariant Hill estimators, a new kind of location invariant moment-type extreme value index estimator is proposed. The weak and strong consistency of the estimator are discussed. The asymptotic expansion of the estimator and its distribution are also