A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution

DOI10.1007/S10687-023-00466-WMaRDI QIDQ6176327zbMATH OpenFDO

Authors Michael L. Stein

Publication date 22 August 2023

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10687-023-00466-W

zbMATH Keywords

extreme value theorygeneralized Pareto distributionkernel density estimationorder statisticstest inversion bootstrapping

Mathematics Subject Classification ID

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

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Cited in

(2)

• scientific article; zbMATH DE number 6458302 (Why is no real title available?)
• On the composite Lognormal–Pareto distribution with uncertain threshold

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