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Probability plots and order statistics of the standard extreme value distribution

PirouziFard, MirNabi LU (2010) In Computational Statistics 25(2). p.257-267
Abstract
A comparison between the ordinary least-squares estimator and the weighted least-squares estimator when the data set arises from the standard extreme value distribution is provided. Probability plot of the extreme value distribution is applied. A goodness-of-fit test of the standard extreme value distribution is introduced. The percentage points of the test statistic are investigated. The results of power study for the test statistic under various alternatives show that in most situations the proposed test statistic serves as well as do competing alternatives.
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author
organization
publishing date
type
Contribution to specialist publication or newspaper
publication status
published
subject
keywords
Mean and variances and covariance of order statistics - Probability plot - Standard extreme value distribution - Weighted least-squares estimator
categories
Popular Science
in
Computational Statistics
volume
25
issue
2
pages
257 - 267
publisher
Physica Verlag
external identifiers
  • wos:000276653900005
  • scopus:84878217557
ISSN
0943-4062
DOI
10.1007/s00180-009-0174-8
language
English
LU publication?
yes
id
d96b2081-a68b-46e3-a724-e287f77854f0 (old id 1593010)
date added to LUP
2010-04-29 14:58:57
date last changed
2018-05-29 11:33:24
@misc{d96b2081-a68b-46e3-a724-e287f77854f0,
  abstract     = {A comparison between the ordinary least-squares estimator and the weighted least-squares estimator when the data set arises from the standard extreme value distribution is provided. Probability plot of the extreme value distribution is applied. A goodness-of-fit test of the standard extreme value distribution is introduced. The percentage points of the test statistic are investigated. The results of power study for the test statistic under various alternatives show that in most situations the proposed test statistic serves as well as do competing alternatives.},
  author       = {PirouziFard, MirNabi},
  issn         = {0943-4062},
  keyword      = {Mean and variances and covariance of order statistics - Probability plot - Standard extreme value distribution - Weighted least-squares estimator},
  language     = {eng},
  number       = {2},
  pages        = {257--267},
  publisher    = {Physica Verlag},
  series       = {Computational Statistics},
  title        = {Probability plots and order statistics of the standard extreme value distribution},
  url          = {http://dx.doi.org/10.1007/s00180-009-0174-8},
  volume       = {25},
  year         = {2010},
}