Pages that link to "Item:Q3706329"

The following pages link to Maximum likelihood estimation in a class of nonregular cases (Q3706329):

Displaying 50 items.

• Asymptotics and the theory of inference (Q1430906) (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
• Computational issues of generalized fiducial inference (Q1621366) (← links)
• Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
• Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253) (← links)
• A Poisson process reparameterisation for Bayesian inference for extremes (Q1675703) (← links)
• Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
• On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
• Automated selection of \(r\) for the \(r\) largest order statistics approach with adjustment for sequential testing (Q1703831) (← links)
• A Bayesian approach to extended models for exceedance (Q1705548) (← links)
• Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
• Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
• Extreme value modeling under power normalization (Q1792375) (← links)
• The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles (Q1792637) (← links)
• Simulation input data modeling (Q1805479) (← links)
• Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
• The asymptotic distribution of MLE of treatment lag threshold (Q1918458) (← links)
• A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution. (Q1928179) (← links)
• Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
• The epsilon-skew-normal distribution for analyzing near-normal data (Q1970853) (← links)
• Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
• The MLE of the uniform distribution with right-censored data (Q2074083) (← links)
• Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution (Q2102980) (← links)
• Adaptative bounds and estimation in the case of the three-parameter Weibull distribution (Q2138270) (← links)
• Improved inference on risk measures for univariate extremes (Q2170408) (← links)
• Maximum likelihood and the maximum product of spacings from the viewpoint of the method of weighted residuals (Q2185054) (← links)
• Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences (Q2196187) (← links)
• High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
• Recursive max-linear models with propagating noise (Q2233590) (← links)
• Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function (Q2241655) (← links)
• Predictive probability matching priors for a certain non-regular model (Q2244434) (← links)
• On optimal designs for nonregular models (Q2284376) (← links)
• The Hill estimators under power normalization (Q2290177) (← links)
• Confidence intervals of the generalized Pareto distribution parameters based on upper record values (Q2300533) (← links)
• Estimation of the reliability parameter for three-parameter Weibull models (Q2307243) (← links)
• Moment matching priors for non-regular models (Q2317327) (← links)
• Comparison of estimators of the Weibull distribution (Q2320902) (← links)
• Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127) (← links)
• Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance (Q2356240) (← links)
• A consistent method of estimation for the three-parameter Weibull distribution (Q2361197) (← links)
• Maximum log-likelihood ratio test for a change in three parameter Weibull distribution (Q2370462) (← links)
• Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic (Q2392724) (← links)
• Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
• Maximum likelihood prediction of records from 3-parameter Weibull distribution and some approximations (Q2423673) (← links)
• Estimating the parameters of a fatigue model using Benders' decomposition (Q2442091) (← links)
• Extreme-quantile tracking for financial time series (Q2451784) (← links)
• On testing extreme value conditions (Q2463699) (← links)
• A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case (Q2467716) (← links)
• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence (Q2480029) (← links)