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

DOI10.1080/03610921003764258zbMath1318.62157OpenAlexW1997269349MaRDI QIDQ2892601

Ségolen Geffray, Jan Beirlant, Armelle Guillou

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003764258

zbMATH Keywords

biasmaximum likelihood estimatorsNewton-Raphson algorithm

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

Cites Work

• Unnamed Item
• Estimation of the extreme-value index and generalized quantile plots
• Estimating tails of probability distributions
• Residual life time at great age
• Statistical inference using extreme order statistics
• Excess functions and estimation of the extreme-value index
• On maximum likelihood estimation of the extreme value index.
• Statistics of Extremes
• A bootstrap-based method to achieve optimality in estimating the extreme-value index

This page was built for publication: Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context