On the Analysis of Grouped Extreme Value Data with Glim

J. Engel

Journal of the Royal Statistical Society Series C, 1993, vol. 42, issue 4, 633-640

Abstract: A problem is studied in which the parameters of a linear model for the location of the extreme value distribution (EVD) are to be estimated. Observations on this EVD are indirect and the data consist of counts in categories with known boundaries, so that the data are grouped EV data. to estimate the model parameters in a direct way with GLIM, the likelihood of the (K – 1 (‐dimensional multinomial distribution for the data is re‐expressed as the likelihood of K – 1 independent binomials. These can easily be handled with the GLIM system. The method is illustrated with an example on microchip design.

Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.2307/2986180

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:42:y:1993:i:4:p:633-640

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().