A new bias-corrected estimator method in extreme value distributions with small sample size

DOI10.1080/00949655.2022.2085706MaRDI QIDQ5879913zbMATH OpenOpenAlexFDO

Authors Sirao Wang, Kai-Tai Fang, Huajun Ye

Publication date 7 March 2023

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2022.2085706

zbMATH Keywords

maximum likelihood estimationMonte Carlo simulationbias correctionextreme value distributionsequential number-theoretic algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 4054781 (Why is no real title available?)
• scientific article; zbMATH DE number 22684 (Why is no real title available?)
• scientific article; zbMATH DE number 3573047 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 735224 (Why is no real title available?)
• A Simplex Method for Function Minimization
• Bias reduction of maximum likelihood estimates
• Bias-corrected maximum likelihood estimators of the parameters of the inverse Weibull distribution
• Bootstrap methods: another look at the jackknife
• Inferences on the Parameters of the Weibull Distribution
• Modified maximum likelihood and modified moment estimators for the three-parameter weibull distribution
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Simplified Statistical Procedures for the Weibull or Extreme-Value Distribution
• Some Results on Point Estimation for the Two-Parameter Weibull or Extreme-Value Distribution
• Some applications of number-theoretic methods in statistics
• The Bias in Certain Estimates of the Parameters of the Extreme-Value Distribution

Cited in

(1)

• Comparative Study of Blu and ML Estimators of Location and Scale Parameters of an Extreme Value Distribution for Small Samples and Type I Censorship

Describes a project that uses

Uses Software

• LOWESS
• bootstrap
• nlpe

This page was built for publication: A new bias-corrected estimator method in extreme value distributions with small sample size

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5879913)