Probability plots and order statistics of the standard extreme value distribution Export

@article{citeulike:6037138, abstract = {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 = {Pirouzi Fard, Mir}, citeulike-article-id = {6037138}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/s00180-009-0174-8}, citeulike-linkout-1 = {http://www.springerlink.com/content/3520810h73612l74}, doi = {10.1007/s00180-009-0174-8}, journal = {Computational Statistics}, keywords = {stat}, posted-at = {2009-10-31 09:29:31}, priority = {2}, title = {Probability plots and order statistics of the standard extreme value distribution}, url = {http://dx.doi.org/10.1007/s00180-009-0174-8} }

TY - JOUR ID - citeulike:6037138 L3 - citeulike-article-id:6037138 N2 - 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. JF - Computational Statistics TI - Probability plots and order statistics of the standard extreme value distribution KW - stat AU - Pirouzi Fard, Mir UR - http://dx.doi.org/10.1007/s00180-009-0174-8 ER -