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DC Field | Value | Language |
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dc.contributor.author | Haddow, AA | - |
dc.contributor.author | Young, DH | - |
dc.coverage.spatial | 20 | en |
dc.date.accessioned | 2008-06-06T13:11:43Z | - |
dc.date.available | 2008-06-06T13:11:43Z | - |
dc.date.issued | 1986 | - |
dc.identifier.citation | Maths Technical Papers (Brunel University). January 1986, pp 1-18 | en |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/2371 | - |
dc.description.abstract | An extreme value regression model for grouped data with type 2 censoring is considered. The response variable is taken to have a type 1 ext reme va lue d i s t r i b u t i on for sma l l e s t v a l ue s a nd a s tandar d linear regression model is assumed f o r t he means . Large sampl e approximations to the variances of the maximum likelihood estimators are derived. The small sample moment properties of the maximum likelihood estimators are evaluated by simulation for the case of simp l e l i n e a r r e g ress i o n . T h e r e sul t s s h o w t h a t t h e e stima t or o f the scale parameter has a s t rong bias in sma l l samples, particularly when ther e is a heavy degree of censoring. Final l y , sma l l sample variance and mean square error efficiences of the best linear unbiased estimators relative to the maximum likelihood estimators are assessed. | en |
dc.format.extent | 148568 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | - |
dc.publisher | Brunel University | en |
dc.relation.ispartof | Brunel University Mathematics Technical Papers collection; | - |
dc.relation.ispartofseries | ;TR/02/86 | - |
dc.title | Moment properties of estimators for an extreme value regression model with type 2 censoring | en |
dc.type | Research Paper | en |
Appears in Collections: | Dept of Mathematics Research Papers Mathematical Sciences |
Files in This Item:
File | Description | Size | Format | |
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TR_02_86.pdf | 145.09 kB | Adobe PDF | View/Open |
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