Estimation of the parameters of the extreme value distribution by use of two or three order statistics
Khatab M. Hassanein · Biometrika · 1969
This paper discusses the use of order statistics in ostimating the parameters of the oxtreme value distribution. The best linear unbiased estimator of the location and scale parameter is given, based on two or three order statistics, for samples up to size 20. For very large samples, the analogous estimators based on sample quantiles are obtained.