Analysis of Extreme-Value Data by Sample Quantiles for Very Large Samples
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Publication:5567517
DOI10.2307/2283880zbMath0177.46504OpenAlexW4231920488MaRDI QIDQ5567517
Publication date: 1968
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2283880
Related Items (9)
Estimation and testing of quantiles of the extreme-value distribution ⋮ Optimum quantiles for the linear estimation of the parameters of the extreme value distribution in complete and censored samples ⋮ Estimating survivor function using optimally selected order statistics ⋮ On minimum variance stratification for estimating the mean of a Weibull population ⋮ Bounding maximum likelihood estimates based on incomplete ordered data ⋮ Simultaneous estimation of the location and scale parameters of the gamma distribution by linear functions of order statistics ⋮ Optimal spacing of the selected sample quantiles for the joint estimation of the location and scale parameters of a symmetric distribution ⋮ Estimating the quantile function of a location-scale family of distributions based on few selected order statistics ⋮ Linear estimation of the parameters of the logistic distribution by selected order statistics for very large samples
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