On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale

Given a large sample from a location-scale population we estimate the unknown parameters by means of confidence regions constructed on the basis of two order statistics. The problem of the best choice of those statistics to obtain good estimates, as <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$n\rightarrow \infty ,$$</EquationSource> </InlineEquation> is considered. Copyright The Author(s) 2013

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Year of publication:	2013
Authors:	Zaigraev, Alexander ; Alama-Bućko, Magdalena
Published in:	Metrika. - Springer. - Vol. 76.2013, 4, p. 577-593
Publisher:	Springer
Subject:	Order statistics \| Optimal confidence regions \| Pivot \| Location-scale population

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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