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

DOI10.1080/03610918.2016.1217011MaRDI QIDQ4607342zbMATH OpenOpenAlexFDO

Authors 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

Bernoulli distributionearthquake ground motion relationgeneralized Pareto distributionlikelihood functionminimum Anderson-Darling estimatorminimum distance estimator

Mathematics Subject Classification ID

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

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Cites work

• A note on minimum distance estimates
• A Test of Goodness of Fit
• An introduction to statistical modeling of extreme values
• Bootstrap methods: another look at the jackknife
• Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
• Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit
• scientific article; zbMATH DE number 5347544 (Why is no real title available?)
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3718368 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Minimum anderson-darling estimation
• Minimum Distance and Robust Estimation
• On Minimum Distance Estimation Using Kolmogorov-Levy Type Metrics
• Statistical Inference
• Statistics of Extremes
• The Minimum Distance Method
• Univariate Discrete Distributions

Describes a project that uses

Uses Software

• ismev

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