Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article - MaRDI portal

scientific article

From MaRDI portal
Publication:3482696

zbMath0703.62018MaRDI QIDQ3482696

Jonathan R. M. Hosking

Publication date: 1990


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Unnamed ItemProportional odds model – a quantile approachVariance estimation based on L-moments and auxiliary informationFitting the generalized Pareto distribution to data based on transformations of order statisticsConfidence interval, prediction interval and tolerance limits for a two-parameter Rayleigh distributionA new two-parameter exponentiated discrete Lindley distribution: properties, estimation and applicationsDynamic quantile function modelsTwo kinds of moment ratio diagrams and their applications in hydrologyA Gini Autocovariance Function for Time Series ModellingUnnamed ItemGeneralized exponential distribution: Existing results and some recent developmentsUnnamed ItemDistributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statisticsSome theory and practical uses of trimmed \(L\)-momentsThe Dynamics of Hedge Fund PerformanceThe exponentiated Weibull distribution: a surveyNew estimating equation approaches with application in lifetime data analysisPenalized likelihood approach for the four-parameter kappa distributionA class of distributions with the quadratic mean residual quantile functionAsymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicingParameter estimation for generalized logistic distribution by estimating equations based on the order statisticsData envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market fundsA new family of quantile functions and its applicationsThe new form Libby-Novick distributionA study on comparisons of Bayesian and classical parameter estimation methods for the two-parameter Weibull distributionStatistical inference for geometric process with the Two-Parameter Lindley DistributionExtreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold frameworkA new flexible hazard rate distribution: Application and estimation of its parametersFitting type I generalized Logistic distribution by modified method based on percentilesA one-parameter discrete distribution for over-dispersed data: statistical and reliability properties with applicationsSharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe modelThe unit generalized log Burr XII distribution: properties and applicationA novel family of variance estimators based on L-moments and calibration approach under stratified random samplingGlobal seasonal and pandemic patterns in influenza: An application of longitudinal study designsStationary and nonstationary generalized extreme value modelling of extreme precipitation over a mountainous area under climate changeBounded M-O extended exponential distribution with applicationsOptionality as a binary operationTesting for the Pareto type I distribution: a comparative studyOn the use of \(L\)-functionals in regression modelsProbability weighted indices for improved ecosystem report card scoringThe bilinear mean residual quantile functionAn efficient family of robust-type estimators for the population variance in simple and stratified random sampling\(L\)-moments of asymmetric generalized distributions obtained through quantile splicingA modeler's guide to extreme value softwareThe gamma beta ratio distributionExtreme value laws in dynamical systems under physical observablesVariable screening based on Gaussian centered L-momentsModified likelihood ratio tests for extreme value distributionsGaussian quadrature method for GLD parameter estimationApplications of Burr III-Weibull quantile function in reliability analysisUnnamed ItemA probability distribution for precipitation data analysisParameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squaresMoments of order statistics and \(L\)-moments for the symmetric triangular distributionA proposal for plotting positions in probability plotsJoint confidence region estimation of L-moment ratios with an extension to right censored dataDifferent estimation methods for the parameters of the extended Burr XII distributionPlanning Online Advertising Using Gini IndicesThe beta Burr XII distribution with application to lifetime dataUnnamed ItemUnnamed ItemA comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distributionMoments of order statistics of the standard two-sided power distributionFisher information matrix for a four-parameter kappa distributionA contribution to multivariate L-moments: L-comoment matricesComparison of the robust parameters estimation methods for the two-parameters Lomax distributionDirect L-moments for Type-I censored data with application to the Kumaraswamy distributionOrdered random variablesEffects of stochastic parametrization on extreme value statisticsAn extension of Rayleigh distribution and applicationsPartially smooth tail-index estimation for small samplesOn adjusted method of moments estimators on uniform distribution samplesOn bilinear hazard quantile functionsNonparametric Confidence Regions for L-MomentsDistance equalizersRecurrence relations for single and product moments of progressively Type-II censored order statistics from a generalized half-logistic distribution with application to inferenceThe Kumaraswamy Burr XII distribution: theory and practiceAnother extended Burr III model: some properties and applicationsGeneral properties for the beta extended half-normal modelFitting the generalized lambda distribution to pre-binned dataQuantile Based Relevation Transform and its PropertiesUnnamed ItemThe linearly decreasing stress Weibull (LDSWeibull): a new Weibull-like distributionA Poisson cluster stochastic rainfall generator that accounts for the interannual variability of rainfall statistics: validation at various geographic locations across the United StatesA large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphereOn the block maxima method in extreme value theory: PWM estimatorsThe quantile-based skew logistic distributionUnnamed ItemComparison of different estimation methods for extreme value distributionConfidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices dataOn the characterization of distributions by their \(L\)-momentsA simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distributionThe quantile-based flattened logistic distribution: Some properties and applicationsMixed data generation packages and related computational tools in RDetecting Directionality in Time SeriesFitting generalized logistic distribution by least squares based on the logistic transformation of order statisticsImproved inference for the generalized Pareto distribution under linear, power and exponential normalizationFlexible modelling of survival curves for censored dataTechnological inefficiency and the skewness of the error component in stochastic frontier analysisEfficient likelihood-based inference for the generalized Pareto distribution


Uses Software



This page was built for publication: