Simultaneous Estimation of the Parameters of the Extreme Value Distribution by Sample Quantiles

DOI10.2307/1266918zbMath0232.62015OpenAlexW4252794725MaRDI QIDQ5640583

Khatab M. Hassanein

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1266918

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (9)

Estimation and testing of quantiles of the extreme-value distribution ⋮ Estimating survivor function using optimally selected order statistics ⋮ Large deviations for method-of-quantiles estimators of one-dimensional parameters ⋮ Estimation of the location and scale parameters of the extreme value distmbution based on multiply type-II censored samples ⋮ Bounding maximum likelihood estimates based on incomplete ordered data ⋮ Posterior computations based on sample quantiles: one- and two-parameter exponential cases ⋮ 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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