A regression method of estimation for generalized extreme value distribution.
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Cites work
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- Limiting forms of the frequency distribution of the largest or smallest member of a sample.
- Maximum likelihood estimation in a class of nonregular cases
- Nonparametric standard errors and confidence intervals
- On the maximum likelihood estimator for the generalized extreme-value distribution
- Statistical inference using extreme order statistics
- Sur la distribution limite du terme maximum d'une série aléatoire
- Sur la loi de probabilité de l'écart maximum.
- Truncated generalized extreme value distribution-based ensemble model output statistics model for calibration of wind speed ensemble forecasts
- Uniqueness and global optimality of the maximum likelihood estimator for the generalized extreme value distribution
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