STURDY ESTIMATES OF PARAMETERS OF THE LEAST EXTREME VALUE DISTRIBUTION
In this paper, the A.M. Shurygin’s approach to the stable estimation of the model parameters is developed. The sturdy score functions for the shift and scale parameters of the least extreme value distribution are constructed. The estimation functions are build proceeding from two criteria: both the stability and efficiency of the estimates are optimized. For a known model by applying sturdy score functions it manages to obtain the estimates of parameters which lose on accuracy to the maximum likelihood estimate, but possess the feature of robustness.