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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2012
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24263/ http://psasir.upm.edu.my/id/eprint/24263/1/Computation%20of%20extreme.pdf |
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upm-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 |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
Universiti Putra Malaysia |
| building |
UPM Institutional Repository |
| collection |
Online Access |
| 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/ http://psasir.upm.edu.my/id/eprint/24263/1/Computation%20of%20extreme.pdf |
| first_indexed |
2018-09-07T14:47:06Z |
| last_indexed |
2018-09-07T14:47:06Z |
| _version_ |
1610960471258562560 |