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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Research supported by the Office of Naval Research under contract number N00014-82-K-0207.
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Carmody, T.J., Eubank, R.L. & LaRiccia, V.N. A family of minimum quantile distance estimators for the three-parameter Weibull distribution. Statistische Hefte 25, 69–82 (1983). https://doi.org/10.1007/BF02932392
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DOI: https://doi.org/10.1007/BF02932392