A Comparison of confidence intervals for generalized extreme-value distributions
DOI10.1080/00949659808811918zbMATH Open0962.62024OpenAlexW2038062409MaRDI QIDQ4253243FDOQ4253243
Authors: C. A. Field, Debbie J. Dupuis 
Publication date: 19 June 2001
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659808811918
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Cites Work
Cited In (8)
- Confidence intervals and accuracy estimation for heavy-tailed generalized Pareto distributions
- Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data
- Title not available (Why is that?)
- Confidence intervals for extreme Pareto‐type quantiles
- Comparisons of approximate confidence intervals for the parameters of extreme value distribution
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Comparison of trend detection methods in GEV models
- A hybrid estimator for generalized pareto and extreme-value distributions
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