First moment approximations for order statistics from the extreme value distribution

DOI10.1016/J.STAMET.2006.06.001zbMath1248.62077OpenAlexW1992236387MaRDI QIDQ713762

Mir Nabi Pirouzi Fard, Björn Holmquist

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2006.06.001

zbMATH Keywords

expected value

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Unnamed Item ⋮ Probability plots and order statistics of the standard extreme value distribution ⋮ Comparison of different estimation methods for extreme value distribution

Uses Software

• LMOMENTS

Cites Work

• Order statistics from extreme value distribution, i: tables of means, variances and covariances
• The Probability Plot Correlation Coefficient Test for Normality
• Order Statistics
• The Moments of Log-Weibull Order Statistics
• On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution
• A distribution free plotting position
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