On Interval Estimation and Simultaneous Selection of Ordered Location or Scale Parameters
نویسندگان
چکیده
منابع مشابه
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Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ + σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y . We discuss an approach to the estimation problem that is based on asymptotic li...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1974
ISSN: 0090-5364
DOI: 10.1214/aos/1176342888