Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples

DOI10.1080/00949658308810625zbMath0501.62016OpenAlexW1999952456MaRDI QIDQ3966914

Philip Prescott, A. T. Walden

Publication date: 1983

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658308810625

zbMATH Keywords

iterative procedureinformation matrixWeibull distributionvariance-covariance matrixgeneralized extreme-value distributionexplicit expressionscensored samples

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (14)

Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang ⋮ On the Determination of Three–Parameter Weibull MLE's ⋮ Estimation of quantiles and confidence intervals for the log-Gumbel distribution ⋮ Permutation bootstrap and the block maxima method ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Comparison of estimation methods in extreme value theory ⋮ Estimating the parameters of a fatigue model using Benders' decomposition ⋮ Estimation and uncertainty quantification for extreme quantile regions ⋮ Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds ⋮ Estimation for a four parameter generalized extreme value distribution ⋮ Robust estimation of extremes ⋮ A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution ⋮ Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework ⋮ Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model

Cites Work

• Maximum Likelihood Estimation for the Three Parameter Weibull Distribution Based on Censored Samples
• Likelihood inference about location and scale parameters
• Asymptotic Variances and Covariances of Maximum-Likelihood Estimators, from Censored Samples, of the Parameters of Weibull and Gamma Populations

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