Comparisons of approximate confidence intervals for the parameters of extreme value distribution
type: Item
instance of: scholarly article
title: Comparisons of approximate confidence intervals for the parameters of extreme value distribution
zbMATH Open document ID: 0830.62032
author: K. Thiagarajah
published in: Metron
publication date: 1996-02-04T00:00:00Z
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 813803
zbMATH Keywords: confidence intervals
zbMATH Keywords: extreme value distributions
zbMATH Keywords: approximate confidence coefficients
zbMATH Keywords: asymptotic normality of maximum likelihood estimates
zbMATH Keywords: likelihood ratio statistic
zbMATH Keywords: Cornish-Fisher expansions
zbMATH Keywords: mean and variance adjustments
zbMATH Keywords: bias and skewness corrected likelihood score
zbMATH Keywords: Monte Carlo study
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 813803