Parameters estimation of mixture regression for joint local and scale models based on the extreme value distribution

MaRDI QIDQ3132425zbMATHFDO

Authors Xiangchao Kong, Jinlong Zhan, Liucang Wu

Publication date 29 January 2018

zbMATH Keywords

EM algorithmmaximum likelihood estimationextreme value distributionmixture joint location and scale model

Mathematics Subject Classification ID

Point estimation (62F10) Extreme value theory; extremal stochastic processes (60G70) Estimation in multivariate analysis (62H12) Paired and multiple comparisons; multiple testing (62J15)

Recommendations

• Mixture of extreme-value distributions: identifiability and estimation
• Parameters estimation of mixture regression for joint local and scale models based on the \(t\) distribution
• scientific article; zbMATH DE number 5139254
• Moment estimation for bivariate extreme value distributions in mixed models
• Joint estimation for the parameters of the extreme value distributions

Cited in

(3)

• Univariate extreme value mixture modeling
• Models for dependent extremes using stable mixtures
• Extreme value theory in mixture distributions and a statistical method to control the possible bias

This page was built for publication: Parameters estimation of mixture regression for joint local and scale models based on the extreme value distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3132425)