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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
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 |
| _version_ | 1848844986974470144 |
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| author | Karmokar, Provash Kumar Shitan, Mahendran |
| author_facet | Karmokar, Provash Kumar Shitan, Mahendran |
| author_sort | Karmokar, Provash Kumar |
| building | UPM Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-15T08:39:39Z |
| format | Article |
| id | upm-24263 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T08:39:39Z |
| publishDate | 2012 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | 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 |
| spellingShingle | Karmokar, Provash Kumar Shitan, Mahendran Computation of extreme-value parameters and inference by approximation covariance technique. |
| title | 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_short | Computation of extreme-value parameters and inference by approximation covariance technique. |
| title_sort | computation of extreme-value parameters and inference by approximation covariance technique. |
| url | http://psasir.upm.edu.my/id/eprint/24263/ http://psasir.upm.edu.my/id/eprint/24263/1/Computation%20of%20extreme.pdf |