Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method

DOI10.1080/03610918.2016.1217011zbMath1385.62011OpenAlexW2519274051MaRDI QIDQ4607342

Mathias Raschke

Publication date: 13 March 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1217011

zbMATH Keywords

likelihood functionminimum distance estimatorgeneralized Pareto distributionBernoulli distributionearthquake ground motion relationminimum Anderson-Darling estimator

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Point estimation (62F10)

Uses Software

• ismev

Cites Work

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• Minimum anderson-darling estimation
• On Minimum Distance Estimation Using Kolmogorov-Levy Type Metrics
• Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
• Statistics of Extremes
• Univariate Discrete Distributions
• A Test of Goodness of Fit
• Statistical Inference
• An introduction to statistical modeling of extreme values