AS 215
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swMATH3873MaRDI QIDQ16140FDOQ16140
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Cited In (11)
- Valuing catastrophe bonds involving credit risks
- A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution
- A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution
- On the maximum likelihood estimator for the generalized extreme-value distribution
- Multivariate extreme value analysis and its relevance in a metallographical application
- Robust estimation of extremes
- Tail density estimation for exploratory data analysis using kernel methods
- Probabilistic-statistical programs from ``Applied Statistics
- Principles and Practice of Constraint Programming – CP 2004
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
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