Some Best Parameter Estimates for Distributions with Finite Endpoint

DOI10.1080/02331889508802515MaRDI QIDQ2785886zbMATH OpenOpenAlexFDO

Authors Michael Falk

Publication date 29 May 1997

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889508802515

zbMATH Keywords

bias corrected largest order statisticBLUEdelta-neighborhood of generalized Pareto distributionsextreme order statisticsUMVU estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

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Cites work

• Approximate distributions of order statistics. With applications to nonparametric statistics
• Asymptotic inference about a density function at an end of its range
• Estimating tails of probability distributions
• Extreme quantile estimation in -neighborhoods of generalized Pareto distributions
• Independence of order statistics
• On estimating the endpoint of a distribution
• Residual life time at great age
• Statistical inference using extreme order statistics

Cited in

(26)

• Existence and consistency of the maximum likelihood estimator for the extreme value index
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
• Does bias reduction with external estimator of second order parameter work for endpoint?
• Empirical likelihood confidence intervals for the endpoint of a distribution function
• The extent of the maximum likelihood estimator for the extreme value index
• The Hill estimators under power normalization
• On discrimination between classes of distribution tails
• The estimations under power normalization for the tail index, with comparison
• Maximum likelihood estimation of extreme value index for irregular cases
• Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\)
• Estimation of the finite right endpoint in the Gumbel domain
• Smooth tail-index estimation
• Weak convergence of the empirical mean excess process with application to estimate the negative tail index
• Maximum penalized likelihood estimation for the endpoint and exponent of a distribution
• scientific article; zbMATH DE number 4117654 (Why is no real title available?)
• On tests for distinguishing distribution tails
• Extreme value index estimator using maximum likelihood and moment estimation
• A class of location invariant estimators for heavy tailed distributions
• On dealing with the unknown population minimum in parametric inference
• Bootstrapping Extreme Value Estimators
• Weibull tail-distributions revisited: A new look at some tail estimators
• Bayesian inference for the extreme value index
• Interval entropy loss function with application to the generalized extreme value distribution
• Iterative estimation of the extreme value index
• Location invariant Weiss-Hill estimator
• Comparing extreme models when the sign of the extreme value index is known

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