Moment properties of estimators for a type 1 extreme-value regression model

DOI10.1080/03610928608829266zbMath0606.62027OpenAlexW2052034743MaRDI QIDQ3745051

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Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/1894

zbMATH Keywords

Monte Carlo studyBLUEmaximum likelihood estimatorsscale parameterbest linear unbiased estimatorsordinary least squares estimatorsBias approximationsbias reduction estimatortype 1 extreme-value distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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