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Comparison of some nonparametric estimators applied to the Weibull distribution. (Italian) Zbl 1188.62142

Summary: The goal of this statistical survey is to study a procedure for the calculation of the two parameters of the Weibull distribution, which is both accurate and robust. This proposed method is based on a “nonparametric” method that employs an extension of the jackknife procedure applied to the Jacquelin method. The robustness and accuracy of the proposed methodology are compared with other techniques used in the literature, such as the Theil and the Jacquelin procedure, LSR as well as MLE. It is also shown that this method provides accurate estimates, particularly for samples of data presenting outliers.

MSC:

62G05 Nonparametric estimation
62G35 Nonparametric robustness
62F10 Point estimation