Penultimate versus ultimate in statistical theory of extremes. A simulation study
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Publication:1078945
DOI10.1016/0167-9473(86)90006-XzbMath0596.62029MaRDI QIDQ1078945
Publication date: 1986
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
distribution; domain of attraction; maximum likelihood; simulation study; minimum; Weibull distribution; method of moments; high quantiles; Frechet; Gumbel line method; Gumbel's extreme value distribution; penultimate type III extreme value distribution; statistical extremes; unlikelihood method
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Cites Work
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