Estimating the end-point of a probability distribution using minimum-distance methods

DOI10.2307/3318618MaRDI QIDQ1283390zbMATH OpenOpenAlexFDO

Authors Julian Z. Wang, Peter Hall

Publication date 5 July 1999

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1173707100

zbMATH Keywords

central limit theoremcoefficient of determinationdomain of attractionextreme value theorygoodness of fitGreenwood's statisticleast-squares maximum-likelihood order statisticPareto distributionsporting recordsWeibull distribution

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

Recommendations

• scientific article; zbMATH DE number 4117654
• Bayesian Likelihood Methods for Estimating the End Point of a Distribution
• Estimating an endpoint with high-order moments
• Minimum distance estimators in extreme value distributions
• Improving Bayesian estimation of the end point of a distribution

Cited in

(19)

• Does bias reduction with external estimator of second order parameter work for endpoint?
• On the estimation of Pareto fronts from the point of view of copula theory
• Empirical likelihood confidence intervals for the endpoint of a distribution function
• Estimating the endpoint of a distribution in the presence of additive observation errors
• Estimating an endpoint with high-order moments
• Maximum likelihood estimation of extreme value index for irregular cases
• Bootstrapping endpoint
• Endpoint estimation for observations with normal measurement errors
• Inferring extinction from a sighting record
• Some Best Parameter Estimates for Distributions with Finite Endpoint
• Smooth tail-index estimation
• scientific article; zbMATH DE number 4117654 (Why is no real title available?)
• Improving Bayesian estimation of the end point of a distribution
• Bayesian Likelihood Methods for Estimating the End Point of a Distribution
• On dealing with the unknown population minimum in parametric inference
• On estimating the information fraction being induced by a finite sequence of moments
• Estimating an endpoint of a distribution with resampling methods
• Bias reduction for endpoint estimation
• Comparing extreme models when the sign of the extreme value index is known

This page was built for publication: Estimating the end-point of a probability distribution using minimum-distance methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1283390)