Abstract
In this paper quite efficient large sample estimation procedures are derived for jointly estimating the parameters of the location-scale family of distributions. These estimators are linear combinations of the means of suitably chosen blocks of order statistics. For specific distributions, such as the extreme-value, normal, and logistic, little is to be gained by using more than three blocks. For these distributions we can obtain joint relative asymptotic efficiencies of 97–98% using the means of three blocks of ordered observations. The estimation procedures are also adapted for the estimation of the shape and scale parameters of the Weibull distribution.
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Kubat, P. Simple large sample estimators of scale and location parameters based on blocks of order statistics. Trabajos de Estadistica y de Investigacion Operativa 33, 86–118 (1982). https://doi.org/10.1007/BF02888436
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DOI: https://doi.org/10.1007/BF02888436