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http://dx.doi.org/10.7465/jkdi.2014.25.3.643

Estimation for the extreme value distribution under progressive Type-I interval censoring  

Nam, Sol-Ji (Department of Statistics, Yeungnam University)
Kang, Suk-Bok (Department of Statistics, Yeungnam University)
Publication Information
Journal of the Korean Data and Information Science Society / v.25, no.3, 2014 , pp. 643-653 More about this Journal
Abstract
In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.
Keywords
Approximate maximum likelihood estimator; extreme value distribution; progressive Type-I interval censoring;
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Times Cited By KSCI : 4  (Citation Analysis)
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