Extreme value theory in mixture distributions and a statistical method to control the possible bias

DOI10.1016/J.JKSS.2016.04.003MaRDI QIDQ334841zbMATH OpenOpenAlexFDO

Authors Wonseon Gwak, Hyein Goo, Yang Ho Choi, Jae Youn Ahn

Publication date 1 November 2016

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2016.04.003

zbMATH Keywords

mixture distributionextreme behaviorgeneralized extreme distributionprecipitation

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• An introduction to statistical modeling of extreme values
• Asymptotic Statistics
• Loss Models
• Maximum likelihood estimation in a class of nonregular cases

Cited in

(3)

• Asymptotic order statistics of mixtures of distributions
• Mixture of extreme-value distributions: identifiability and estimation
• EXTREME VALUE DISTRIBUTIONS FOR BIASED SAMPLES

Describes a project that uses

Uses Software

• ismev
• R

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