IAPO estimators in Exponentiated Frechet case
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866916794835402752 |
|---|---|
| author | Jordanova, Pavlina Veleva, Evelina |
| author_facet | Jordanova, Pavlina Veleva, Evelina |
| contents | In 2017 Jordanova and co-authors consider probabilities for p-outside values, and later on, they use them in order to construct distribution sensitive IPO estimators. These works do not take into account the asymmetry of the distribution. This shortcoming was recently overcome and the corresponding probabilities for asymmetric p-outside values, together with the so-called IAPO estimators, were defined. Here we apply these results to Exponentiated-Frechet distribution, introduced in 2003 by Nadarajah and Kotz. The abbreviation "IAPO" comes from "Inverse Probabilities for Asymmetric P-Outside Values". These estimators use as an auxiliary characteristic the empirical asymmetric $p$-fences. In this way, the system relating the estimated parameters and the asymmetric probabilities for $p$-outside values has an easier solution. The comparison with our previous study about the corresponding IPO and IPO-NM estimators shows that IAPO estimators give better results for the index of regular variation of the right tail of the cumulative distribution function. A simulation study depicts their rates of convergence, and finishes this work. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_12743 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | IAPO estimators in Exponentiated Frechet case Jordanova, Pavlina Veleva, Evelina Statistics Theory 62G05, 62G32, 62G30, 62G20 In 2017 Jordanova and co-authors consider probabilities for p-outside values, and later on, they use them in order to construct distribution sensitive IPO estimators. These works do not take into account the asymmetry of the distribution. This shortcoming was recently overcome and the corresponding probabilities for asymmetric p-outside values, together with the so-called IAPO estimators, were defined. Here we apply these results to Exponentiated-Frechet distribution, introduced in 2003 by Nadarajah and Kotz. The abbreviation "IAPO" comes from "Inverse Probabilities for Asymmetric P-Outside Values". These estimators use as an auxiliary characteristic the empirical asymmetric $p$-fences. In this way, the system relating the estimated parameters and the asymmetric probabilities for $p$-outside values has an easier solution. The comparison with our previous study about the corresponding IPO and IPO-NM estimators shows that IAPO estimators give better results for the index of regular variation of the right tail of the cumulative distribution function. A simulation study depicts their rates of convergence, and finishes this work. |
| title | IAPO estimators in Exponentiated Frechet case |
| topic | Statistics Theory 62G05, 62G32, 62G30, 62G20 |
| url | https://arxiv.org/abs/2506.12743 |