Point and confidence interval estimates for a global maximum via extreme value theory

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.35, Iss.12, 2008-01, pp. : 1371-1381

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Extreme value theory with operator norming

By Meerschaert Mark Scheffler Hans-Peter Stoev Stilian

Extremes, Vol. 16, Iss. 4, 2013-12 ,pp. : 407-428

Springer Publishing Company

Access to resources Recommend Favorite

Confidence interval for the bootstrap P-value and sample size calculation of the bootstrap test

By Li Jialiang

Journal of Nonparametric Statistics, Vol. 21, Iss. 5, 2009-07 ,pp. : 649-661

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context

By Beirlant Jan Geffray Ségolen Guillou Armelle

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 22, 2011-11 ,pp. : 3959-3971

Taylor & Francis Ltd

Access to resources Recommend Favorite

Direct Calculation of the Variance of Maximum Penalized Likelihood Estimates via EM Algorithm

By Lee Woojoo Pawitan Yudi

The American Statistician, Vol. 68, Iss. 2, 2014-04 ,pp. : 93-97

Taylor & Francis Ltd

Access to resources Recommend Favorite

Fixed Point Iteration for Estimating the Parameters of Extreme Value Distributions

By Kernane Tewfik

Communications in Statistics: Simulation and Computation, Vol. 38, Iss. 10, 2009-11 ,pp. : 2161-2170

Taylor & Francis Ltd

Access to resources Recommend Favorite