Extreme Value Distribution
Maximum likelihood estimator
Method of moment Estimators
Estimators based on Percentiles
Least Squares estimators
Weighted Least Squares estimators
Ridge regression estimators
Adjusted Ridge regression estimators.
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In this study, different methods were used for estimating location parameter and scale parameter for extreme value distribution, such as maximum likelihood estimation (MLE) , method of moment estimation (ME),and approximation estimators based on percentiles which is called white method in estimation, as the extreme value distribution is one of exponential distributions. Least squares estimation (OLS) was used, weighted least squares estimation (WLS), ridge regression estimation (Rig), and adjusted ridge regression estimation (ARig) were used. Two parameters for expected value to the percentile as estimation for distribution f
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