Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/2371
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dc.contributor.authorHaddow, AA-
dc.contributor.authorYoung, DH-
dc.coverage.spatial20en
dc.date.accessioned2008-06-06T13:11:43Z-
dc.date.available2008-06-06T13:11:43Z-
dc.date.issued1986-
dc.identifier.citationMaths Technical Papers (Brunel University). January 1986, pp 1-18en
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/2371-
dc.description.abstractAn 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.extent148568 bytes-
dc.format.mimetypeapplication/pdf-
dc.language.isoen-
dc.publisherBrunel Universityen
dc.relation.ispartofBrunel University Mathematics Technical Papers collection;-
dc.relation.ispartofseries;TR/02/86-
dc.titleMoment properties of estimators for an extreme value regression model with type 2 censoringen
dc.typeResearch Paperen
Appears in Collections:Dept of Mathematics Research Papers
Mathematical Sciences

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