A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:58, 10 July 2024
scientific article; zbMATH DE number 7730784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution |
scientific article; zbMATH DE number 7730784 |
Statements
A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (English)
0 references
22 August 2023
0 references
extreme value theory
0 references
generalized Pareto distribution
0 references
order statistics
0 references
kernel density estimation
0 references
test inversion bootstrapping
0 references
