A new bias-corrected estimator method in extreme value distributions with small sample size
From MaRDI portal
Publication:5879913
DOI10.1080/00949655.2022.2085706OpenAlexW4282823965MaRDI QIDQ5879913FDOQ5879913
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
maximum likelihood estimationMonte Carlo simulationbias correctionextreme value distributionsequential number-theoretic algorithm
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Bootstrap methods: another look at the jackknife
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Bias reduction of maximum likelihood estimates
- A Simplex Method for Function Minimization
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Title not available (Why is that?)
- Title not available (Why is that?)
- Modified maximum likelihood and modified moment estimators for the three-parameter weibull distribution
- Inferences on the Parameters of the Weibull Distribution
- Some applications of number-theoretic methods in statistics
- Title not available (Why is that?)
- Some Results on Point Estimation for the Two-Parameter Weibull or Extreme-Value Distribution
- Simplified Statistical Procedures for the Weibull or Extreme-Value Distribution
- Bias-corrected maximum likelihood estimators of the parameters of the inverse Weibull distribution
- The Bias in Certain Estimates of the Parameters of the Extreme-Value Distribution
Cited In (1)
Uses Software
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)