Pages that link to "Item:Q3966914"
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The following pages link to Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples (Q3966914):
Displaying 15 items.
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model (Q804127) (← links)
- Estimation of quantiles and confidence intervals for the log-Gumbel distribution (Q1366446) (← links)
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127) (← links)
- Estimating the parameters of a fatigue model using Benders' decomposition (Q2442091) (← links)
- A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution (Q2581847) (← links)
- On the Determination of Three–Parameter Weibull MLE's (Q3471393) (← links)
- Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835) (← links)
- Estimation for a four parameter generalized extreme value distribution (Q4202728) (← links)
- Robust estimation of extremes (Q4223821) (← links)
- Comparison of estimation methods in extreme value theory (Q4337155) (← links)
- Permutation bootstrap and the block maxima method (Q5083981) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)
