Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples

✍ Scribed by Prescott, P.; Walden, A.T.

• Book ID: 120971981
• Publisher: Taylor and Francis Group
• Year: 1983
• Tongue: English
• Weight: 800 KB
• Volume: 16
• Category: Article
• ISSN: 0094-9655
• DOI: 10.1080/00949658308810625

✦ Synopsis

Maximum likelihood estimators of the parameters of the generalized cxtrcmc-value distribution are derived for comp!ete, left censored, right censored or doubly ccnsorcd samples. Explicit expressions are provided lijr the observed infcmnation matrix which forms the basis of the iterative procedure described. It is shown that the invc~sc of this information matrix evaluated at the maximum l!k&hood cstirndtes pru\ides a better e.;timats of ihe cariance-covariance matrix of the estimators than the expected information matrix.