### On Estimating the Endpoint of a Distribution

Peter Hall
Source: Ann. Statist. Volume 10, Number 2 (1982), 556-568.

#### Abstract

We propose a method of estimating the endpoint, $\theta$, of a distribution when only limited information is available about the behaviour of the distribution in the neighbourhood of $\theta$. By using increasing numbers of extreme order statistics we obtain an estimator which improves on earlier estimators based on only a bounded number of extremes. In a certain particular model our estimator is equal to a maximum likelihood estimator, but it is robust against departures from this model.

First Page:
Primary Subjects: 62F10
Secondary Subjects: 62G05, 60F05
Full-text: Open access