Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
From MaRDI portal
(Redirected from Publication:479487)
Recommendations
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
- Maximum product of spacings estimators for the generalized Pareto and log-logistic distributions
- Fitting the Generalized Pareto Distribution to Data
- Skew generalized extreme value distribution: probability-weighted moments estimation and application to block maxima procedure
- A new hybrid estimation method for the generalized Pareto distribution
Cites work
- scientific article; zbMATH DE number 3839126 (Why is no real title available?)
- scientific article; zbMATH DE number 3868406 (Why is no real title available?)
- scientific article; zbMATH DE number 193577 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- scientific article; zbMATH DE number 6193744 (Why is no real title available?)
- scientific article; zbMATH DE number 3233336 (Why is no real title available?)
- scientific article; zbMATH DE number 3284914 (Why is no real title available?)
- scientific article; zbMATH DE number 3025386 (Why is no real title available?)
- A general estimation method using spacings
- A goodness-of-fit test using Moran's statistic with estimated parameters
- A moment estimator for the index of an extreme-value distribution
- An introduction to statistical modeling of extreme values
- Asymptotic Statistics
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
- Generalized extreme value model and additively separable generator function
- Maximum L\(q\)-likelihood estimation
- Maximum likelihood estimation in a class of nonregular cases
- Nonparametric risk management and implied risk aversion
- On the consistency of the maximum spacing method
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
- Strong consistency of the maximum product of spacings estimates with applications in nonparametrics and in estimation of unimodal densities
- Sur la distribution limite du terme maximum d'une série aléatoire
- The elements of statistical learning. Data mining, inference, and prediction
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
Cited in
(5)- Maximum likelihood and the maximum product of spacings from the viewpoint of the method of weighted residuals
- 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
- scientific article; zbMATH DE number 7663622 (Why is no real title available?)
- Extreme value distributions: an overview of estimation and simulation
This page was built for publication: Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q479487)
