Minimum distance estimators in extreme value distributions

DOI10.1080/03610929608831725MaRDI QIDQ4337149zbMATH OpenOpenAlexFDO

Authors Daniel Dietrich, J. Hüsler

Publication date 19 May 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831725

zbMATH Keywords

censored samplesefficiencyextreme value distributionGumbel distributionmaximum likelihood estimatorminimum distancerobustness

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 193528 (Why is no real title available?)
• scientific article; zbMATH DE number 3530858 (Why is no real title available?)
• Inferences Based on Censored Sampling from the Weibull or Extreme-Value Distribution
• Maximum Likelihood Estimation in Truncated Samples
• Minimum mean squared estimation of location and scale parameters under misspecification of the model
• On simple block estimators for the parameters of the extreme-value distribution
• Robust Statistics
• Simplified Statistical Procedures for the Weibull or Extreme-Value Distribution
• Some Results on Point Estimation for the Two-Parameter Weibull or Extreme-Value Distribution

Cited in

(9)

• Estimating the end-point of a probability distribution using minimum-distance methods
• Minimum distance estimators
• Modified minimum distance estimators: definition, properties and applications
• On simple block estimators for the parameters of the extreme-value distribution
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• Confidence intervals for the minimum of a function using extreme value statistics
• Comparison of different estimation methods for extreme value distribution
• Robust estimators and probability integral transformations
• Extreme Value Theory and Statistics of Univariate Extremes: A Review

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