Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
DOI10.1007/S00184-013-0469-1zbMATH Open1305.62201OpenAlexW2078399559MaRDI QIDQ479487FDOQ479487
Authors: Jinguan Lin, Chao Huang 
Publication date: 5 December 2014
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-013-0469-1
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Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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Cited In (5)
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- Extreme value distributions: an overview of estimation and simulation
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data
- Maximum likelihood and the maximum product of spacings from the viewpoint of the method of weighted residuals
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