Computation of extreme-value parameters and inference by approximation covariance technique.
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...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | Article |
| 語言: | English English |
| 出版: |
2012
|
| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/24263/1/Computation%20of%20extreme.pdf http://psasir.upm.edu.my/id/eprint/24263/ |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 總結: | 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 estimator is better than that of OLS estimator in the sense that it had smaller standard errors and better efficiency. |
|---|