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

bias correctionextreme value distributionmaximum likelihood estimationMonte Carlo simulationsequential number-theoretic algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Simplex Method for Function Minimization
• Bias reduction of maximum likelihood estimates
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• 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 applications of number-theoretic methods in statistics
• Some Results on Point Estimation for the Two-Parameter Weibull or Extreme-Value Distribution
• The Bias in Certain Estimates of the Parameters of the Extreme-Value Distribution

Cited in

(2)

• Comparative Study of Blu and ML Estimators of Location and Scale Parameters of an Extreme Value Distribution for Small Samples and Type I Censorship
• A new Kolmogorov-Smirnov test based on representative points in Weibull distributions

Describes a project that uses

Uses Software

• LOWESS
• bootstrap
• nlpe

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