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Computation of extreme-value parameters and inference by approximation covariance technique
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نویسنده
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karmokar p.k. ,shitan m.
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منبع
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pakistan journal of statistics - 2012 - دوره : 28 - شماره : 2 - صفحه:259 -269
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چکیده
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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 pakistan journal of statistics.
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کلیدواژه
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Approximation covariance; Generalized variance; Linear estimator; Location-scale family; Ordinary least squares; Relative efficiency
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آدرس
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laboratory of computational statistics and operations research,institute for mathematical research,universiti putra malaysia,43400 upm serdang,selangor,malaysia,department of statistics,university of rajshahi, Bangladesh, Universiti Putra Malaysia, Malaysia
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Authors
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