Comparisons of approximate confidence intervals for the parameters of extreme value distribution (Q1901301)
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scientific article; zbMATH DE number 813803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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