Pages that link to "Item:Q1693610"

The following pages link to On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610):

Displaying 26 items.

• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles (Q1792637) (← links)
• Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
• The coupling method in extreme value theory (Q2040094) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• A comparative tour through the simulation algorithms for max-stable processes (Q2075789) (← links)
• Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution (Q2102980) (← links)
• Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
• Improved inference on risk measures for univariate extremes (Q2170408) (← links)
• Analogues of classical goodness-of-fit tests for distribution tails (Q2243845) (← links)
• Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
• On parameter estimation for amoroso family of distributions (Q2666495) (← links)
• Modeling panels of extremes (Q2686048) (← links)
• Toward Optimal Fingerprinting in Detection and Attribution of Changes in Climate Extremes (Q5857117) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• New extreme value theory for maxima of maxima (Q5880089) (← links)
• SOME MEASURES INFORMATION FOR GENERALIZED AND <i>q</i>-GENERALIZED EXTREME VALUES AND ITS PROPERTIES (Q5880740) (← links)
• Extreme value modeling with errors-in-variables in detection and attribution of changes in climate extremes (Q6063153) (← links)
• Reference Priors for the Generalized Extreme Value Distribution (Q6092967) (← links)
• On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
• Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing (Q6191614) (← links)
• Empirical Bayes inference for the block maxima method (Q6565317) (← links)
• Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)
• A likelihood for correlated extreme series (Q6626077) (← links)
• A note on statistical tests for homogeneities in multivariate extreme value models for block maxima (Q6626498) (← links)
• Fast parameter estimation of generalized extreme value distribution using neural networks (Q6626658) (← links)