P. I. Akhtyamov, I. V. Rodionov, “On estimation of the scale and location parameters of distribution tails”, Fundam. Prikl. Mat., 2020, Volume 23, Issue 1,Pages <nobr>25

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On estimation of the scale and location parameters of distribution tails

P. I. Akhtyamov^a, I. V. Rodionov^ba

^a Moscow Institute of Physics and Technology, 9 Institutskiy per., Dolgoprudny, Moscow Region, 141700, Russia
^b Trapeznikov Institute of Control Sciences of RAS, 65 Profsoyuznaya St., Moscow, 117997, Russia

Abstract: Estimators of the location and scale parameters are proposed for tails of distributions belonging to the Gumbel or Frechèt maximum domain of attraction using only higher order statistics of the sample. The related problem for the Gumbel domain of attraction is considered for the first time.

UDC: 519.218