Pages that link to "Item:Q3706329"

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

Displaying 50 items.

• Model misspecification in peaks over threshold analysis (Q79202) (← links)
• Bayesian beta regression for bounded responses with unknown supports (Q109170) (← links)
• Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
• An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
• Generalized fiducial confidence intervals for extremes (Q132672) (← links)
• A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
• A Markov-switching model for heat waves (Q288559) (← links)
• Dynamic quantile models (Q299276) (← links)
• Testing the assumptions behind importance sampling (Q302094) (← links)
• Extreme value theory in mixture distributions and a statistical method to control the possible bias (Q334841) (← links)
• Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
• Parameter and quantile estimation for the three-parameter gamma distribution based on statistics invariant to unknown location (Q419335) (← links)
• Statistical analysis and modeling of precipitation data (Q419902) (← links)
• Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
• A new bounded log-linear regression model (Q457059) (← links)
• Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487) (← links)
• Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
• Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
• Transformation of the bathtub failure rate data in reliability for using Weibull-model analysis (Q537406) (← links)
• Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption (Q542965) (← links)
• Estimation for first-order autoregressive processes with positive or bounded innovations (Q583792) (← links)
• Nonparametric ``regression'' when errors are positioned at end-points (Q605015) (← links)
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
• A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
• Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
• Asymptotic properties of MLE for Weibull distribution with grouped data (Q698407) (← links)
• An extension of the generalized exponential distribution (Q713899) (← links)
• The use of asymmetric power transformation in data-based quasi-likelihood analysis (Q804195) (← links)
• Iterative estimation of the extreme value index (Q812978) (← links)
• Efficient likelihood-based inference for the generalized Pareto distribution (Q825059) (← links)
• Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter (Q830719) (← links)
• Estimation of \(R=P(Y<X)\) for three-parameter Weibull distribution (Q840806) (← links)
• Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
• On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution (Q894574) (← links)
• The mode-centric M-Gaussian distribution: a model for right skewed data (Q900910) (← links)
• A flexible extreme value mixture model (Q901607) (← links)
• A software review for extreme value analysis (Q907385) (← links)
• Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308) (← links)
• Vector generalized linear and additive extreme value models (Q928489) (← links)
• Regression with response distributions of Pareto-type (Q951893) (← links)
• Mixed model-based additive models for sample extremes (Q956350) (← links)
• A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
• Smoothing sample extremes: the mixed model approach (Q961868) (← links)
• Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
• Data-transformation approach to lifetimes data analysis: an overview (Q984651) (← links)
• Estimation of the generalized Pareto distribution (Q1007361) (← links)
• A parametric solution for simple stress-strength model of failure with an application (Q1104011) (← links)
• Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp (Q1125541) (← links)
• Asymptotic properties of estimators in a binomial reliability growth model and its continuous-time analog (Q1193937) (← links)
• Reference priors in multiparameter nonregular cases (Q1367093) (← links)