A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

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

Published:2023-03-29 Issue:3 Volume:26 Page:469-507
ISSN:1386-1999
Container-title:Extremes
language:en
Short-container-title:Extremes

Author:

Stein Michael L.^ORCID

Funder

U.S. Department of Energy

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s10687-023-00466-w.pdf

Reference47 articles.

1. Balakrishnan, N., Zhao, P.: Ordering properties of order statistics from heterogeneous populations: a review with an emphasis on some recent developments. Probab. Eng. Inf. Sci. 27(4), 403–443 (2013). https://doi.org/10.1017/S0269964813000156

2. Beirlant, J., Caeiro, F., Gomes, M.: An overview and open research topics in statistics of univariate extremes. REVSTAT 10, 1–31 (2012)

3. Bon, J.L., Păltănea, E.: Comparison of order statistics in a random sequence to the same statistics with i.i.d. variables. ESAIM: PS 10, 1–10 (2006). https://doi.org/10.1051/ps:2005020

4. Caeiro, F., Henriques-Rodrigues, L., Prata Gomes, D.: A simple class of reduced bias kernel estimators of extreme value parameters. Computational and Mathematical Methods 1(3), e1025 (2019). https://doi.org/10.1002/cmm4.1025

5. Carpenter, J.: Test inversion bootstrap confidence intervals. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 61(1), 159–172 (1999)

Cited by 1 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. Underestimation-Aware Failure Statistical Model Creation for Large Scale Critical Systems;2023 53rd Annual IEEE/IFIP International Conference on Dependable Systems and Networks Workshops (DSN-W);2023-06

同舟云学术

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