Simultaneous Estimation of the Parameters of the Extreme Value Distribution by Sample Quantiles
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(9)- Estimation and testing of quantiles of the extreme-value distribution
- Optimal spacing of the selected sample quantiles for the joint estimation of the location and scale parameters of a symmetric distribution
- Estimating survivor function using optimally selected order statistics
- Estimation of the location and scale parameters of the extreme value distmbution based on multiply type-II censored samples
- Linear estimation of the parameters of the logistic distribution by selected order statistics for very large samples
- Large deviations for method-of-quantiles estimators of one-dimensional parameters
- Posterior computations based on sample quantiles: one- and two-parameter exponential cases
- Estimating the quantile function of a location-scale family of distributions based on few selected order statistics
- Bounding maximum likelihood estimates based on incomplete ordered data
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