CALCULATION BIASES FOR COEFFICIENTS AND SCALE PARAMETER FOR LINEAR (TYPE 1) EXTREME VALUE REGRESSION MODEL FOR LARGEST VALUES
DOI:
https://doi.org/10.33095/jeas.v19i74.1455Keywords:
/ انحدار القيمة المتطرفة، معاملات الانحدار، معلمة القياس، مربعات صغرى اعتيادية، الإمكان الأعظم، العزوم، التحيزات., Extreme value regression- the regression coefficient- scale parameter- ordinary least squares- maximum likelihood- moments-biases.Abstract
Abstract
Characterized by the Ordinary Least Squares (OLS) on Maximum Likelihood for the greatest possible way that the exact moments are known , which means that it can be found, while the other method they are unknown, but approximations to their biases correct to 0(n-1) can be obtained by standard methods. In our research expressions for approximations to the biases of the ML estimators (the regression coefficients and scale parameter) for linear (type 1) Extreme Value Regression Model for Largest Values are presented by using the advanced approach depends on finding the first derivative, second and third.
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