Comparisons of approximate confidence intervals for the parameters of extreme value distribution (Q1901301)

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scientific article; zbMATH DE number 813803
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Comparisons of approximate confidence intervals for the parameters of extreme value distribution
scientific article; zbMATH DE number 813803

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    Comparisons of approximate confidence intervals for the parameters of extreme value distribution (English)
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    4 February 1996
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    confidence intervals
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    extreme value distributions
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    approximate confidence coefficients
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    asymptotic normality of maximum likelihood estimates
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    likelihood ratio statistic
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    Cornish-Fisher expansions
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    mean and variance adjustments
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    bias and skewness corrected likelihood score
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    Monte Carlo study
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