AS 215

MaRDI QIDQ16140swMATHFDO

Official website https://www.jstor.org/stable/2347483?origin=crossref&seq=1#page_scan_tab_contents

Cited in

(12)

• On the maximum likelihood estimator for the generalized extreme-value distribution
• Valuing catastrophe bonds involving credit risks
• LMOMENTS
• A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution
• Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
• A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution
• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
• Robust estimation of extremes
• Tail density estimation for exploratory data analysis using kernel methods
• Multivariate extreme value analysis and its relevance in a metallographical application
• Principles and Practice of Constraint Programming – CP 2004
• Probabilistic-statistical programs from ``Applied Statistics

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