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Computation of extreme-value parameters and inference by approximation covariance technique.

Author(s)
Provash Kumar Karmokar Laboratory of Computational Statistics and Operations Research, Institute for Mathematical Research, Universiti Putra Malaysia, 43400 UPM Serdang, Selangor, Malaysia; Department of Statistics, University of Rajshahi, Rajshahi, Bangladesh
Mahendran Shitan Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, 43400 UPM Serdang, Selangor, Malaysia
Abstract
Ordinary least squares (OLS) and Linear (LIN) estimators are commonly used in estimating the parameters of location-scale family of distributions. Various works have been done to compare the efficiency between these two estimators for the two-parameter exponential distribution and the two-parameter Weibull distribution. Motivated by these works, it would be of interest to evaluate the performance of the LIN method for the extreme-value distribution. We found that the performance of LIN method for the extreme-value distribution. We found that the performance of LIN estimator is batter than that of OLS estimator in the sense that it had smaller standard errors and better efficiency.
Publication Details
Page(s) 259-269
DOI DOI not available
Published Journal: Pakistan Journal of Statistics, Volume: 28, Issue: 2, Year: 2012

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