Extreme value distributions: an overview of estimation and simulation

DOI10.1155/2022/5449751MaRDI QIDQ6170120

Bashir Ahmed Albashir Abdulali, Mohd Aftar abu Bakar, Kamarulzaman Ibrahim, Noratiqah Mohd Ariff

Publication date: 15 August 2023

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric inference (62Fxx) Nonparametric inference (62Gxx) Statistical distribution theory (62Exx)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The epic story of maximum likelihood
• Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
• Different estimation procedures for the parameters of the extended exponential geometric distribution for medical data
• Kumaraswamy distribution: different methods of estimation
• An application of extreme value theory for measuring financial risk
• Tutorial on maximum likelihood estimation
• On the maximum likelihood estimator for the generalized extreme-value distribution
• A new extension of Weibull distribution: properties and different methods of estimation
• Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
• The generalized extreme value distribution
• Extreme value theory in medical sciences: modeling total high cholesterol levels
• Comparison of estimators of the Weibull distribution
• Analysis of extreme rainfall using the log logistic distribution
• Exponentiated Chen distribution: Properties and estimation
• Estimation in two-parameter exponential distributions
• Comparisons of ten estimation methods for the parameters of Marshall–Olkin extended exponential distribution
• Statistical properties and different methods of estimation of transmuted Rayleigh distribution
• Comparison of estimation methods for the Weibull distribution
• An introduction to statistical modeling of extreme values