Probability plots and order statistics of the standard extreme value distribution
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- Wu, Lilian Shiao-Yen & Pai, Jeffrey S. & Hosking, J.R.M., 1996. "An algorithm for estimating parameters of state-space models," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 99-106, June.
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KeywordsMeans; variances and covariances of order statistics; Probability plot; Standard extreme value distribution; Weighted least-squares estimator; 62F03; 62E99;
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