Elemental unbiased estimators for the Generalized Pareto tail

Unbiased location- and scale-invariant `elemental' estimators for the GPD tail parameter are constructed. Each involves three log-spacings. The estimators are unbiased for finite sample sizes, even as small as N=3. It is shown that the elementals form a complete basis for unbiased location- and scale-invariant estimators constructed from linear combinations of log-spacings. Preliminary numerical evidence is presented which suggests that elemental combinations can be constructed which are consistent estimators of the tail parameter for samples drawn from the pure GPD family.

Elemental estimators for the Generalized Extreme Value tail

In a companion paper (McRobie(2013) arxiv:1304.3918), a simple set of `elemental' estimators was presented for the Generalized Pareto tail parameter. Each elemental estimator: involves only three log-spacings; is absolutely unbiased for all values of the tail parameter; is location- and scale-invariant; and is valid for all sample sizes $N$, even as small as $N= 3$. It was suggested that linear combinations of such elementals could then be used to construct efficient unbiased estimators. In this paper, the analogous mathematical approach is taken to the Generalised Extreme Value (GEV) distribution. The resulting elemental estimators, although not absolutely unbiased, are found to have very small bias, and may thus provide a useful basis for the construction of efficient estimators.

Localized tail state distribution in amorphous oxide transistors deduced from low temperature measurements

In this paper, we extract density of localized tail states from measurements of low temperature conductance in amorphous oxide transistors. At low temperatures, trap-limited conduction prevails, allowing extraction of the trapped carrier distribution with energy. Using a test device with a-InGaZnO channel layer, the extracted tail state energy and density at the conduction band minima are 20 meV and 2 × 10 19 cm -3 eV -1, respectively, which are consistent with values reported in the literature. Also, the field-effect mobility as a function of temperature from 77 K to 300 K is retrieved for different gate voltages, yielding the activation energy and the percolation threshold. © 2012 American Institute of Physics.