scientific article; zbMATH DE number 6193744

MaRDI QIDQ5326974zbMATH OpenFDO

Authors

Publication date 1 August 2013

Full work available at URL https://arxiv.org/abs/math/0702830

zbMATH Keywords

generalized Pareto distributionsmaximum likelihoodMoran's statistic

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Cited in

(8)

• Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
• Understanding and Addressing the Unbounded “Likelihood” Problem
• Extreme value distributions: an overview of estimation and simulation
• A class of estimators based on overlapping sample spacings
• New Unconditional and quantile regression model Erf-Weibull: an alternative to gamma, Gumbel and exponentiated exponential distributions
• A regression method of estimation for generalized extreme value distribution.
• On three-parameter generalized exponential distribution
• A software review for extreme value analysis

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5326974)