Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$ -likelihood ratio statistic
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00184-012-0409-5.pdf
Reference40 articles.
1. Attouch H (1985) Variational convergence for function and operators. Pitman, London
2. Bali TG (2003) An extreme value approach to estimating volatility and value at risk. J Bus 76(1):83–108
3. Barmi H, Dykstra R (1999) Likelihood ratio test against a set of inequality constraints. J Nonparametr Stat 11(1):233–250
4. Beisel CJ, Rokyta DR, Wichman HA, Joyce P (2007) Testing the extreme value domain of attraction for distributions of beneficial fitness effects. Genetics 176(4):2441–2449
5. Billingsley P (1968) Convergence of probability measures. Wiley, New York
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Estimating the Components of a Mixture of Extremal Distributions under Strong Dependence;Advances in Pure Mathematics;2023
2. Sequential Probabilistic Ratio Test for the Scale Parameter of the P -Norm Distribution;Discrete Dynamics in Nature and Society;2021-07-15
3. Penalized Lq-likelihood estimators and variable selection in linear regression models;Communications in Statistics - Theory and Methods;2020-11-24
4. Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms;Metrika;2020-05-20
5. Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis;Metrika;2013-11-29
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3