A family of minimum quantile distance estimators for the three-parameter Weibull distribution |
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Authors: | T J Carmody R L Eubank V N LaRiccia |
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Institution: | 1. Deparment of Statistics, Southern Methodist University, 75275, Dallas, Texas, USA 2. Department of Mathematical Sciences, University of Delaware, 19711, Newark, Delaware, USA
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Abstract: | A family of minimum quantile distance estimators, based on a subset of the sample quantiles, is proposed for the parameters of the three-parameter Weibull distribution. The estimation procedure is applicable to either complete or censored samples and, through use of the associated distance measure, provides a goodness-of-fit test for the Weibull model. The proposed estimators are both consistent and asymptotically normal and, in a particular instance, are optimal over the class of all estimators based on the same quantile subset. The problem of optimal quantile selection is also considered. |
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