For a number of statistical applications subjective estimates of some distributional parameters - or even complete densities are needed. The literature agrees that it is wise behaviour to ask only for some quantiles of the distribution; from these, the desired quantities are extracted. Quite a...

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this...

We establish Edgeworth expansions for the distribution function of the centered and normalized Hill estimator for the positive extreme value index.