Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution

DOI10.1080/00949659608811778zbMath0874.62020OpenAlexW4232760295MaRDI QIDQ4346977

Debbie J. Dupuis

Publication date: 9 November 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811778

zbMATH Keywords

simulationslognormal distributiongeneralized extreme-value distributionlower tailprobability-weighted moment estimates

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Point estimation (62F10)

Related Items (3)

A hybrid estimator for generalized pareto and extreme-value distributions ⋮ Fitting log-\(F\) models robustly, with an application to the analysis of extreme values. ⋮ Robust estimation of extremes

Cites Work

• Robust estimation of extremes
• Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution
• Unnamed Item

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