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

DOI10.1016/J.JKSS.2016.04.003zbMATH Open1348.62182OpenAlexW2354169351MaRDI QIDQ334841FDOQ334841

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

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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)

Cites Work

• An introduction to statistical modeling of extreme values
• Asymptotic Statistics
• Title not available (Why is that?)
• Loss Models
• Maximum likelihood estimation in a class of nonregular cases
• Title not available (Why is that?)

Cited In (3)

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

Uses Software

• R
• ismev

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