Estimation and testing of quantiles of the extreme-value distribution

DOI10.1016/0378-3758(86)90175-8zbMath0608.62059OpenAlexW2078893203MaRDI QIDQ1085922

Edward F. Brown, Khatab M. Hassanein, A. K. Md. Ehsanes Saleh

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90175-8

zbMATH Keywords

order statisticsconfidence intervalsquantilesextreme-value distributionAREABLUEasymptotically best linear unbiased estimatorsGumbel's distributionlocation-scale parametersTables of optimum spacings

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Estimation of the location and scale parameters of the extreme value distmbution based on multiply type-II censored samples ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan

Cites Work

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• A density-quantile function approach to optimal spacing selection
• Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples
• Estimation of the parameters of the extreme value distribution by use of two or three order statistics
• The Moments of Log-Weibull Order Statistics
• Analysis of Extreme-Value Data by Sample Quantiles for Very Large Samples
• Simultaneous Estimation of the Parameters of the Extreme Value Distribution by Sample Quantiles
• On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution
• On Some Useful "Inefficient" Statistics

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