Revisiting the maximum likelihood estimation of a positive extreme value index
From MaRDI portal
(Redirected from Publication:2320945)
Recommendations
- The extent of the maximum likelihood estimator for the extreme value index
- On maximum likelihood estimation of the extreme value index.
- Existence and consistency of the maximum likelihood estimator for the extreme value index
- Maximum likelihood estimation of extreme value index for irregular cases
- Extreme value index estimator using maximum likelihood and moment estimation
- Comparison of the several parameterized estimators for the positive extreme value index
- New Reduced-bias Estimators of a Positive Extreme Value Index
- Likelihood estimation of the extremal index
- On the maximum likelihood estimation of extreme value index based on \(k\)-record values
- On the maximum likelihood estimator for the generalized extreme-value distribution
Cites work
- scientific article; zbMATH DE number 3824949 (Why is no real title available?)
- scientific article; zbMATH DE number 4012931 (Why is no real title available?)
- scientific article; zbMATH DE number 5204924 (Why is no real title available?)
- A new class of estimators of a ``scale second order parameter
- A new class of semi-parametric estimators of the second order parameter.
- A semi-parametric estimator of a shape second-order parameter
- A simple general approach to inference about the tail of a distribution
- An overview and open research topics in statistics of univariate extremes
- Comparison of tail index estimators
- Direct reduction of bias of the classical Hill estimator
- Estimating a tail exponent by modelling departure from a Pareto distribution
- Improving second order reduced bias extreme value index estimation
- Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation
- On the estimation of the second order parameter for heavy-tailed distributions
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework
- Semi-parametric estimation for heavy tailed distributions
- Semi-parametric estimation of the second order parameter in statistics of extremes
- Statistics of Extremes
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
- Tail index and second-order parameters' semi-parametric estimation based on the log-excesses
- Tail index estimation and an exponential regression model
- ``Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter
Cited in
(13)- Maximum likelihood estimation of extreme value index for irregular cases
- Selecting the optimal sample fraction in univariate extreme value estimation
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- New Reduced-bias Estimators of a Positive Extreme Value Index
- Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis
- Maximum likelihood estimators based on the block maxima method
- The extent of the maximum likelihood estimator for the extreme value index
- Maximum likelihood revisited under a semi-parametric context - estimation of the tail index
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
- Estimation of the bias of the maximum likelihood estimators in an extreme value context
- From extended regular variation to regular variation with application in extreme value statis\-tics
- Extreme value index estimator using maximum likelihood and moment estimation
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
This page was built for publication: Revisiting the maximum likelihood estimation of a positive extreme value index
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2320945)
