Estimation for a four parameter generalized extreme value distribution

DOI10.1080/03610929208830906zbMath0800.62131OpenAlexW1970849095MaRDI QIDQ4202728

Philip A. Scarf

Publication date: 12 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929208830906

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

Fitting log-\(F\) models robustly, with an application to the analysis of extreme values.

Cites Work

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• Extremes and related properties of random sequences and processes
• Maximum likelihood estimation of translation parameter of truncated distribution. II
• Maximum likelihood estimation in a class of nonregular cases
• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Linear Statistical Inference and its Applications

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