Probability plots and order statistics of the standard extreme value distribution (Q2430242): Difference between revisions
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Property / cites work: Order statistics from extreme value distribution, i: tables of means, variances and covariances / rank | |||
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Property / cites work: Q4851759 / rank | |||
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Property / cites work: First moment approximations for order statistics from the extreme value distribution / rank | |||
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Property / cites work: Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution / rank | |||
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Property / cites work: The Moments of Log-Weibull Order Statistics / rank | |||
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Latest revision as of 23:21, 3 July 2024
scientific article
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English | Probability plots and order statistics of the standard extreme value distribution |
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Probability plots and order statistics of the standard extreme value distribution (English)
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6 April 2011
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The effect of weights based on the variances and covariances in regression analysis when data come from a standard extreme value distribution [see \textit{J.S. White}, Technometrics 11, 373--386 (1969; Zbl 0174.22904)] is studied. It is shown in a probability plot that the unreliable observations influence the estimation of the unknown parameters and that the use of a weighted least-squares estimator (WLSE) improves the least-squares line [see \textit{D.R. Cook} and \textit{S. Weisberg}, An introduction to regression gaphics. NY: Wiley (1994; Zbl 0925.62287); \textit{R.J. Carroll} and \textit{D. Ruppert}, Transformation and weighting in regression. NY etc.: Chapman and Hall (1988; Zbl 0666.62062); \textit{N. R. Draper} and \textit{H. Smith}, Applied regression analysis. 3rd ed. NY: Wiley (1998; Zbl 0895.62073)]. A test statistic based on WLSE is proposed and the percentage points of the test statistic are presented.
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variances and covariances of order statistics
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weighted least-squares estimator
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