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

DOI10.1080/03610918.2016.1217011zbMATH Open1385.62011OpenAlexW2519274051MaRDI QIDQ4607342FDOQ4607342

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

Recommendations

• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
• Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit
• Modified minimum distance estimators: definition, properties and applications
• Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
• More maximum likelihood oddities

zbMATH Keywords

generalized Pareto distributionBernoulli distributionlikelihood functionminimum distance estimatorearthquake ground motion relationminimum Anderson-Darling estimator

Mathematics Subject Classification ID

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

Cites Work

• An introduction to statistical modeling of extreme values
• Bootstrap methods: another look at the jackknife
• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistics of Extremes
• Univariate Discrete Distributions
• A Test of Goodness of Fit
• Title not available (Why is that?)
• Statistical Inference
• The Minimum Distance Method
• Minimum Distance and Robust Estimation
• Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
• Title not available (Why is that?)
• On Minimum Distance Estimation Using Kolmogorov-Levy Type Metrics
• A note on minimum distance estimates
• Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit
• Minimum anderson-darling estimation
• Title not available (Why is that?)

Uses Software

• ismev

This page was built for publication: Opportunities of the minimum Anderson-Darling estimator as a variant of the maximum likelihood method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4607342)