Pages that link to "Item:Q1979087"

The following pages link to Likelihood-based inference for extreme value model (Q1979087):

Displaying 22 items.

• Return level bounds for discrete and continuous random variables (Q619125) (← links)
• Beta-\(\kappa \) distribution and its application to hydrologic events (Q637975) (← links)
• The maximum earthquake in future \(T\) years: checking by a real catalog (Q728410) (← links)
• Probability weighted moments properties for small samples (Q871037) (← links)
• On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
• A new look at probability-weighted moments estimators (Q1876816) (← links)
• A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution (Q2002033) (← links)
• Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
• Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
• Improved return level estimation via a weighted likelihood, latent spatial extremes model (Q2272998) (← links)
• Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
• A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution (Q2581847) (← links)
• Inference and Optimal Design Based on Step—Partially Accelerated Life Tests for the Generalized Pareto Distribution under Progressive Type-I Censoring (Q2943790) (← links)
• Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach (Q3179211) (← links)
• Smooth tail-index estimation (Q3401368) (← links)
• Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
• On selection and composition in small area and mapping problems (Q4662792) (← links)
• Penalized likelihood approach for the four-parameter kappa distribution (Q5073421) (← links)
• Bias and size corrections in extreme value modeling (Q5160262) (← links)
• Weather Derivative Risk Measures for Extreme Events (Q5379124) (← links)
• Understanding and Addressing the Unbounded “Likelihood” Problem (Q5885379) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)