Minimum distance estimators in extreme value distributions

DOI10.1080/03610929608831725zbMath0875.62104OpenAlexW2012530465MaRDI QIDQ4337149

Daniel Dietrich, Juerg Hüsler

Publication date: 19 May 1997

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

Full work available at URL: https://doi.org/10.1080/03610929608831725

zbMATH Keywords

robustnessefficiencymaximum likelihood estimatorextreme value distributionGumbel distributionminimum distancecensored samples

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (3)

Robust estimators and probability integral transformations ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Comparison of different estimation methods for extreme value distribution

Cites Work

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• Simplified Statistical Procedures for the Weibull or Extreme-Value Distribution
• Some Results on Point Estimation for the Two-Parameter Weibull or Extreme-Value Distribution
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• Inferences Based on Censored Sampling from the Weibull or Extreme-Value Distribution
• Maximum Likelihood Estimation in Truncated Samples
• Robust Statistics

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