Maximum likelihood estimation in a class of nonregular cases
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(only showing first 100 items - show all)- Estimation of the generalized Pareto distribution
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- An efficient semiparametric maxima estimator of the extremal index
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
- Asymptotic properties of estimators in a binomial reliability growth model and its continuous-time analog
- Generalized fiducial confidence intervals for extremes
- Reference priors in multiparameter nonregular cases
- Asymptotics and the theory of inference
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- Likelihood inference for generalized Pareto distribution
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- A Poisson process reparameterisation for Bayesian inference for extremes
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- On the maximum likelihood estimator for the generalized extreme-value distribution
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- Modeling maxima with autoregressive conditional Fréchet model
- Empirical likelihood confidence intervals for the endpoint of a distribution function
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- The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles
- Simulation input data modeling
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
- The asymptotic distribution of MLE of treatment lag threshold
- A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution.
- Estimating a tail exponent by modelling departure from a Pareto distribution
- The epsilon-skew-normal distribution for analyzing near-normal data
- Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes
- The MLE of the uniform distribution with right-censored data
- Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution
- Adaptative bounds and estimation in the case of the three-parameter Weibull distribution
- Improved inference on risk measures for univariate extremes
- Maximum likelihood and the maximum product of spacings from the viewpoint of the method of weighted residuals
- Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences
- High-dimensional inference using the extremal skew-\(t\) process
- Recursive max-linear models with propagating noise
- Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function
- Predictive probability matching priors for a certain non-regular model
- On optimal designs for nonregular models
- The Hill estimators under power normalization
- Confidence intervals of the generalized Pareto distribution parameters based on upper record values
- Estimation of the reliability parameter for three-parameter Weibull models
- Moment matching priors for non-regular models
- Comparison of estimators of the Weibull distribution
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
- A consistent method of estimation for the three-parameter Weibull distribution
- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution
- Maximum likelihood estimation of extreme value index for irregular cases
- Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
- Maximum likelihood estimators based on the block maxima method
- Maximum likelihood prediction of records from 3-parameter Weibull distribution and some approximations
- Estimating the parameters of a fatigue model using Benders' decomposition
- Extreme-quantile tracking for financial time series
- On testing extreme value conditions
- A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case
- Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Practical extreme value modelling of hydrological floods and droughts: a case study
- Robust and efficient estimation for the generalized Pareto distribution
- Regular score tests of independence in multivariate extreme values
- The contribution of the maximum to the sum of excesses for testing max-domains of attraction
- Weighted least squares estimation of the extreme value index
- Partially smooth tail-index estimation for small samples
- A new generalization of Nadarajah-Haghighi distribution with application to cancer and COVID-19 deaths data
- Modeling panels of extremes
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region
- A New Weibull-Pareto Distribution
- Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
- Inferential analysis for the reliability parameter based on the three-parameter Lindley distribution
- A new hybrid estimation method for the generalized Pareto distribution
- Skew generalized extreme value distribution: probability-weighted moments estimation and application to block maxima procedure
- A Markov-switching model for heat waves
- A consistent method of estimation for the three-parameter gamma distribution
- Dynamic quantile models
- Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit
- Testing the assumptions behind importance sampling
- Domain restrictions on interest rates implied by no arbitrage
- Minimum sample size determination for generalized extreme value distribution
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- Improving financial risk assessment through dependency
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- Extreme value theory in mixture distributions and a statistical method to control the possible bias
- Smooth tail-index estimation
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL
- An Extension of the Epsilon-Skew-Normal Distribution
- Two non-regular extensions of large deviation bound
- Estimation in Nonparametric Regression with Non-Regular Errors
- Robust 2kfactorial design with Weibull error distributions
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk
- scientific article; zbMATH DE number 3911475 (Why is no real title available?)
- Maximum likelihood estimation in hazard rate models with a change-point
- On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
- Statistics of extremes in climatology
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index
- Parameter and quantile estimation for the three-parameter gamma distribution based on statistics invariant to unknown location
- Statistical analysis and modeling of precipitation data
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