Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics
Haiqing Chen,
Xu Zhao,
Leilei Zhu,
Weihu Cheng and
Lu Xu
Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 2, 1-11
Abstract:
In this paper, we propose a least-squares estimator based on Logistic transformation of order statistics (LLSE) and grouped LLSE for the generalized Logistic distribution. Some asymptotic results are provided. Two simulations are undertaken to assess the performance of the proposed method and to compare them with other methods suggested in this paper. The simulation results indicate that LLSE performs better than some other methods and grouped LLSE performs fairly well in small sample size. Finally, LLSE is applied to a real dataset.
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:52:y:2023:i:2:p:1-11
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DOI: 10.1080/03610926.2021.1912353
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