Robust weighted likelihood estimators with an application to bivariate extreme value problems

DOI10.2307/3315863zbMath1003.62016OpenAlexW2093856171MaRDI QIDQ3148209

Stephan Morgenthaler, Debbie J. Dupuis

Publication date: 26 November 2002

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315863

zbMATH Keywords

weightsoutlierbivariate extreme value distributionbias correctiondependenceweighted maximum likelihoodextreme sea levels

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32)

Related Items

The weighted likelihood ⋮ A robust prediction error criterion for pareto modelling of upper tails ⋮ Weak properties and robustness of t-Hill estimators ⋮ Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models ⋮ A review of more than one hundred Pareto-tail index estimators ⋮ Strategies for handling missing data in longitudinal studies with questionnaires ⋮ Detecting influential data points for the Hill estimator in Pareto-type distributions ⋮ Robust estimating equations and bias correction of correlation parameters for longitudinal data ⋮ Simulation-Based Bias Correction Methods for Complex Models ⋮ Robust state space models for estimating fish stock maturities ⋮ Optimally robust estimators in generalized Pareto models

Cites Work

• Unnamed Item
• Unnamed Item
• Exceedances over high thresholds: a guide to threshold selection
• Robust and efficient estimation by minimising a density power divergence
• Weighted Likelihood Equations with Bootstrap Root Search
• Robust estimation of extremes
• Extremal Analysis of Short Series with Outliers: Sea-Levels and Athletics Records
• Robust Estimation: A Weighted Maximum Likelihood Approach

This page was built for publication: Robust weighted likelihood estimators with an application to bivariate extreme value problems