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Global sufficiency of extreme order statistics in location models of Weibull type

Please always quote using this URN: urn:nbn:de:bvb:20-opus-47874
  • In Janssen and Reiss (1988) it was shown that in a location model of a Weibull type sample with shape parameter -1 < a < 1 the k(n) lower extremes are asymptotically local sufficient. In the present paper we show that even global sufficiency holds. Moreover, it turns out that convergence of the given statistical experiments in the deficiency metric does not only hold for compact parameter sets but for the whole real line.

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Author: Frank Marohn
Document Type:Journal article
Faculties:Fakultät für Mathematik und Informatik / Institut für Mathematik
Year of Completion:1991
Source:In: Probability Theory and Related Fields (1991) 88, 261-268
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
GND Keyword:Extremwertstatistik; Weibull-Verteilung
MSC-Classification:62-XX STATISTICS / 62Gxx Nonparametric inference / 62G30 Order statistics; empirical distribution functions
Release Date:2010/05/20