Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution

DOI10.1080/00949659608811778MaRDI QIDQ4346977zbMATH OpenOpenAlexFDO

Authors Debbie J. Dupuis

Publication date 9 November 1997

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659608811778

zbMATH Keywords

generalized extreme-value distributionlognormal distributionlower tailprobability-weighted moment estimatessimulations

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Point estimation (62F10)

Recommendations

• Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution
• scientific article; zbMATH DE number 1058152
• A hybrid estimator for generalized pareto and extreme-value distributions
• Parameter estimation of the generalized Pareto distribution. I
• Improving probability-weighted moment methods for the generalized extreme value distribu\-tion

Cites work

• Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• Robust estimation of extremes

Cited in

(6)

• Robust estimation of extremes
• scientific article; zbMATH DE number 1058152 (Why is no real title available?)
• Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution
• A hybrid estimator for generalized pareto and extreme-value distributions
• scientific article; zbMATH DE number 894877 (Why is no real title available?)
• Fitting log-F models robustly, with an application to the analysis of extreme values.

This page was built for publication: Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4346977)