Fixed Point Iteration for Estimating the Parameters of Extreme Value Distributions

DOI10.1080/03610910903259642zbMath1182.62044arXiv0902.0117OpenAlexW1991572893MaRDI QIDQ3652753

Tewfik Kernane, Zohrh A. Raizah

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.0117

zbMATH Keywords

estimationextreme value distributionsfixed point iterationcensored dataFrechet distribution

Mathematics Subject Classification ID

Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Graphical methods in statistics (62A09)

Related Items (1)

Bayesian estimation and prediction for Weibull model with progressive censoring

Cites Work

• On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data
• Estimation of parameters from progressively censored data using EM algorithm
• Unnamed Item

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