scientific article; zbMATH DE number 7663622

MaRDI QIDQ5882338zbMATH OpenFDO

Authors Bashir Abdulali, Mohd Aftar abu Bakar, Kamarulzaman Ibrahim, Noratiqah Mohd Ariff

Publication date 15 March 2023

Full work available at URL http://ijmcs.future-in-tech.net/18.2/R-Abdulali.pdf

zbMATH Keywords

estimation parametersextreme value distributionslocal regressionweight functionweighted MPS (WMPS)

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32)

Recommendations

• Consistency of the maximum product of spacings method and estimation of a unimodal distribution
• Maximum product of spacings estimators for the generalized Pareto and log-logistic distributions
• Strong consistency of the maximum product of spacings estimates with applications in nonparametrics and in estimation of unimodal densities
• Conservative Spacings for the Extreme Value and Weibull Distributions^*
• Exact extreme value, product, and ratio distributions under non-standard assumptions
• Maximum likelihood and the maximum product of spacings from the viewpoint of the method of weighted residuals
• Modified maximum spacings method for generalized extreme value distribution and applications in real data 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 Q5882338)