Papukdee, Nipada; Park, Jeong-Soo; Busababodhin, Piyapatr Penalized likelihood approach for the four-parameter kappa distribution. (English) Zbl 07522696 J. Appl. Stat. 49, No. 6, 1559-1573 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Bücher, Axel; Lilienthal, Jona; Kinsvater, Paul; Fried, Roland Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis. (English) Zbl 1466.62420 Extremes 24, No. 2, 325-348 (2021). MSC: 62P12 62G08 62G32 60F10 86A05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hewitt, Joshua; Fix, Miranda J.; Hoeting, Jennifer A.; Cooley, Daniel S. Improved return level estimation via a weighted likelihood, latent spatial extremes model. (English) Zbl 1426.62346 J. Agric. Biol. Environ. Stat. 24, No. 3, 426-443 (2019). MSC: 62P12 62F15 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Roodman, David Bias and size corrections in extreme value modeling. (English) Zbl 1508.62135 Commun. Stat., Theory Methods 47, No. 14, 3377-3391 (2018). MSC: 62G32 60G70 62F05 86A32 × Cite Format Result Cite Review PDF Full Text: DOI
Gomes, M. Ivette; Guillou, Armelle Extreme value theory and statistics of univariate extremes: a review. (English) Zbl 07763438 Int. Stat. Rev. 83, No. 2, 263-292 (2015). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI HAL
Liu, Shiyao; Wu, Huaiqing; Meeker, William Q. Understanding and addressing the unbounded “likelihood” problem. (English) Zbl 07671730 Am. Stat. 69, No. 3, 191-200 (2015). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Pisarenko, V. F.; Rodkin, M. V. The maximum earthquake in future \(T\) years: checking by a real catalog. (English) Zbl 1352.86015 Chaos Solitons Fractals 74, 89-98 (2015). MSC: 86A15 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Abdel-Hamid, Alaa H.; Al-Hussaini, Essam K. Inference and optimal design based on step – partially accelerated life tests for the generalized Pareto distribution under progressive type-I censoring. (English) Zbl 1327.62100 Commun. Stat., Simulation Comput. 44, No. 7, 1750-1769 (2015). MSC: 62F10 62F12 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Erhardt, Robert J.; Smith, Richard L. Weather derivative risk measures for extreme events. (English) Zbl 1414.91371 N. Am. Actuar. J. 18, No. 3, 379-393 (2014). MSC: 91G20 91G70 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Fawcett, Lee; Walshaw, David Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach. (English) Zbl 1352.86019 J. Appl. Stat. 41, No. 5, 959-976 (2014). MSC: 86A32 × Cite Format Result Cite Review PDF Full Text: DOI
Murshed, Md. Sharwar; Kim, Sangil; Park, Jeong-Soo Beta-\(\kappa \) distribution and its application to hydrologic events. (English) Zbl 1221.62027 Stoch. Environ. Res. Risk Assess. 25, No. 7, 897-911 (2011). MSC: 62E15 62F10 62G32 86A05 65C60 86A32 × Cite Format Result Cite Review PDF Full Text: DOI
Yoon, Seonkyoo; Cho, Woncheol; Heo, Jun-Haeng; Kim, Chul Eung A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution. (English) Zbl 1416.62281 Stoch. Environ. Res. Risk Assess. 24, No. 5, 761-770 (2010). MSC: 62G32 60G70 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
de Zea Bermudez, P.; Kotz, Samuel Parameter estimation of the generalized Pareto distribution. I. (English) Zbl 1185.62051 J. Stat. Plann. Inference 140, No. 6, 1353-1373 (2010). MSC: 62F10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Guillou, A.; Naveau, P.; Diebolt, J.; Ribereau, P. Return level bounds for discrete and continuous random variables. (English) Zbl 1203.62213 Test 18, No. 3, 584-604 (2009). MSC: 62P12 62G32 62G20 86A32 × Cite Format Result Cite Review PDF Full Text: DOI
Müller, Samuel; Rufibach, Kaspar Smooth tail-index estimation. (English) Zbl 1179.62075 J. Stat. Comput. Simulation 79, No. 9, 1155-1167 (2009). MSC: 62G32 62G30 65C05 62G07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Furrer, Reinhard; Naveau, Philippe Probability weighted moments properties for small samples. (English) Zbl 1106.62125 Stat. Probab. Lett. 77, No. 2, 190-195 (2007). MSC: 62P12 60E15 62E10 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Park, Jeong-Soo A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution. (English) Zbl 1077.62040 Math. Comput. Simul. 70, No. 4, 227-234 (2005). MSC: 62G32 65C05 86A05 62E15 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Longford, Nicholas T. On selection and composition in small area and mapping problems. (English) Zbl 1057.62103 Stat. Methods Med. Res. 14, No. 1, 3-16 (2005). MSC: 62P10 62A09 × Cite Format Result Cite Review PDF Full Text: DOI
Engeland, Kolbjørn; Hisdal, Hege; Frigessi, Arnold Practical extreme value modelling of hydrological floods and droughts: a case study. (English) Zbl 1091.62132 Extremes 7, No. 1, 5-30 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62P12 62F40 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Bellanger, Lise; Tomassone, Richard Trend in high tropospheric ozone levels. Application to Paris monitoring sites. (English) Zbl 1056.62119 Statistics 38, No. 3, 217-241 (2004). MSC: 62P12 62G32 62J12 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Diebolt, Jean; Guillou, Armelle; Rached, Imen A new look at probability-weighted moments estimators. (English. Abridged French version) Zbl 1043.62014 C. R., Math., Acad. Sci. Paris 338, No. 8, 629-634 (2004). MSC: 62F12 60F05 × Cite Format Result Cite Review PDF Full Text: DOI Link
El-Aroui, Mhamed-Ali; Diebolt, Jean On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (English) Zbl 1101.62337 Comput. Stat. Data Anal. 39, No. 4, 453-475 (2002). MSC: 62G32 62J12 62H30 × Cite Format Result Cite Review PDF Full Text: DOI