Penalized likelihood approach for the four-parameter kappa distribution

DOI10.1080/02664763.2021.1871592OpenAlexW3119726825MaRDI QIDQ5073421

Nipada Papukdee, Piyapatr Busababodhin, Jeong-Soo Park

Publication date: 6 May 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1871592

zbMATH Keywords

beta functionextreme valuesquantile estimationL-momentslikelihood-based inferencemeteorological data

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• LMOMENTS
• ismev

Cites Work

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• L-moments and TL-moments of the generalized lambda distribution
• A kappa distribution with a hydrological application
• Likelihood-based inference for extreme value model
• Fisher information matrix for a four-parameter kappa distribution
• A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution
• The four-parameter kappa distribution
• More on the four-parameter kappa distribution
• An introduction to statistical modeling of extreme values

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