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...

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Main Authors:	Karmokar, Provash Kumar, Shitan, Mahendran
Format:	Article
Language:	English English
Published:	2012
Online Access:	http://psasir.upm.edu.my/id/eprint/24263/1/Computation%20of%20extreme.pdf http://psasir.upm.edu.my/id/eprint/24263/
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Institution:	Universiti Putra Malaysia
Language:	English English

id	my.upm.eprints.24263
record_format	eprints
spelling	my.upm.eprints.242632015-09-20T23:57:10Z http://psasir.upm.edu.my/id/eprint/24263/ Computation of extreme-value parameters and inference by approximation covariance technique. Karmokar, Provash Kumar Shitan, Mahendran 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. 2012-04 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/24263/1/Computation%20of%20extreme.pdf Karmokar, Provash Kumar and Shitan, Mahendran (2012) Computation of extreme-value parameters and inference by approximation covariance technique. Pakistan Journal of Statistics, 28 (2). pp. 259-269. ISSN 1012-9367 English
institution	Universiti Putra Malaysia
building	UPM Library
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Putra Malaysia
content_source	UPM Institutional Repository
url_provider	http://psasir.upm.edu.my/
language	English English
description	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.
format	Article
author	Karmokar, Provash Kumar Shitan, Mahendran
spellingShingle	Karmokar, Provash Kumar Shitan, Mahendran Computation of extreme-value parameters and inference by approximation covariance technique.
author_facet	Karmokar, Provash Kumar Shitan, Mahendran
author_sort	Karmokar, Provash Kumar
title	Computation of extreme-value parameters and inference by approximation covariance technique.
title_short	Computation of extreme-value parameters and inference by approximation covariance technique.
title_full	Computation of extreme-value parameters and inference by approximation covariance technique.
title_fullStr	Computation of extreme-value parameters and inference by approximation covariance technique.
title_full_unstemmed	Computation of extreme-value parameters and inference by approximation covariance technique.
title_sort	computation of extreme-value parameters and inference by approximation covariance technique.
publishDate	2012
url	http://psasir.upm.edu.my/id/eprint/24263/1/Computation%20of%20extreme.pdf http://psasir.upm.edu.my/id/eprint/24263/
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Computation of extreme-value parameters and inference by approximation covariance technique.

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