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Estimation of the Scale and Location Parameters of the Extreme Value (Gumbel) Distribution for Large Censored Samples

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Book cover Statistical Extremes and Applications

Part of the book series: NATO ASI Series ((ASIC,volume 131))

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Abstract

Simple estimators of the scale and location parameters in large right censored samples are considered. These estimators are based on two contiguous blocks of order statistics. For the Extreme-Value (Gumbel) distribution it is shown how to select the “best blocks” in order to obtain the most efficient estimators within the class studied.

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References

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Author information

Authors and Affiliations

  1. Graduate School of Management, University of Rochester, Rochester, New York, 14627, USA

    Peter Kubat

Authors
  1. Peter Kubat
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Editor information

Editors and Affiliations

  1. Faculty of Sciences of Lisbon, Center for Statistics and Applications (I.N.I.C.), Academy of Sciences of Lisbon, Lisbon, Portugal

    J. Tiago de Oliveira

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© 1984 Springer Science+Business Media Dordrecht

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Kubat, P. (1984). Estimation of the Scale and Location Parameters of the Extreme Value (Gumbel) Distribution for Large Censored Samples. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_40

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  • DOI: https://doi.org/10.1007/978-94-017-3069-3_40

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

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