Simultaneous Estimation of the Parameters of the Extreme Value Distribution by Sample Quantiles
- 1 February 1972
- journal article
- research article
- Published by JSTOR in Technometrics
- Vol. 14 (1) , 63
- https://doi.org/10.2307/1266918
Abstract
This paper considers the estimation of the parameters of the extreme value distribution. Best linear unbiased estimators based on k = 2(l)10 sample quantiles are used. The optimum spacings, the coelficients of the estimators, their variances and asymptotic efficiencies are given. Estimation of the parameters from censored samples is also considered.Keywords
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