Simultaneous Estimation of the Parameters of the Extreme Value Distribution by Sample Quantiles

This paper considers the estimation of the parameters of the extreme value distribution. Best linear unbiased estimators based on k = 2(l)10 sample quantiles are used. The optimum spacings, the coelficients of the estimators, their variances and asymptotic efficiencies are given. Estimation of the parameters from censored samples is also considered.

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