A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution

DOI10.1007/s10687-023-00466-wMaRDI QIDQ6176327

Michael L. Stein

Publication date: 22 August 2023

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

order statisticsextreme value theorykernel density estimationgeneralized Pareto distributiontest inversion bootstrapping

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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