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

DOI10.1016/S0167-9473(00)00012-8zbMath1080.62511MaRDI QIDQ5940795

Debbie J. Dupuis

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Anderson-DarlingBootstrappingFour-parameter log-F distributionGeneralized extreme-value distributionWeighted maximum likelihood

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

Bayesian solution to the monotone likelihood in the standard mixture cure model

Uses Software

• LLDRLF

Cites Work

• Unnamed Item
• Discrimination among some parametric models
• Estimation for a four parameter generalized extreme value distribution
• Weighted Likelihood Equations with Bootstrap Root Search
• Robust estimation of extremes
• Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution
• Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-F models
• Robust Estimation: A Weighted Maximum Likelihood Approach

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