Citation
Karmokar, Provash Kumar and Shitan, Mahendran
(2012)
Computation of extreme-value parameters and inference by approximation covariance technique.
Pakistan Journal of Statistics, 28 (2).
pp. 259-269.
ISSN 1012-9367
Abstract
Ordinary least squares (OLS) and Linear (LIN) estimators are commonly used in estimating the parameters of location-scale family of distributions. Various works have been done to compare the efficiency between these two estimators for the two-parameter exponential distribution and the two-parameter Weibull distribution. Motivated by these works, it would be of interest to evaluate the performance of the LIN method for the extreme-value distribution. We found that the performance of LIN estimator is better than that of OLS estimator in the sense that it had smaller standard errors and better efficiency.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Institute for Mathematical Research Faculty of Science |
| Keywords: | Ordinary least squares; Linear estimator; Relative efficiency; Location-scale family; Generalized variance; Approximation covariance. |
| Depositing User: | Nur Farahin Ramli |
| Date Deposited: | 03 Oct 2013 03:49 |
| Last Modified: | 20 Sep 2015 23:57 |
| URI: | http://psasir.upm.edu.my/id/eprint/24263 |
| Statistic Details: | View Download Statistic |
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