Minimum distance estimators in extreme value distributions
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Publication:4337149
DOI10.1080/03610929608831725zbMATH Open0875.62104OpenAlexW2012530465MaRDI QIDQ4337149FDOQ4337149
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
Recommendations
efficiencyrobustnessmaximum likelihood estimatorminimum distanceextreme value distributionGumbel distributioncensored samples
Cites Work
- Approximation Theorems of Mathematical Statistics
- Robust Statistics
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- Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
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- Minimum mean squared estimation of location and scale parameters under misspecification of the model
- Maximum Likelihood Estimation in Truncated Samples
- Some Results on Point Estimation for the Two-Parameter Weibull or Extreme-Value Distribution
- Inferences Based on Censored Sampling from the Weibull or Extreme-Value Distribution
- Simplified Statistical Procedures for the Weibull or Extreme-Value Distribution
- On simple block estimators for the parameters of the extreme-value distribution
Cited In (7)
- Minimum distance estimators
- Comparison of different estimation methods for extreme value distribution
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- On simple block estimators for the parameters of the extreme-value distribution
- Robust estimators and probability integral transformations
- Confidence intervals for the minimum of a function using extreme value statistics
- Modified minimum distance estimators: definition, properties and applications
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