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On the maximum likelihood estimator for the Generalized Extreme-Value distribution

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  • Bucher, Axel
  • Segers, Johan

Abstract

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Suggested Citation

  • Bucher, Axel & Segers, Johan, 2017. "On the maximum likelihood estimator for the Generalized Extreme-Value distribution," LIDAM Reprints ISBA 2017039, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2017039
    Note: In : Extremes : statistical theory and applications in science, engineering and economics, vol. 20, p. 839-872 (2017)
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    Cited by:

    1. Linda Mhalla & Valérie Chavez‐Demoulin & Debbie J. Dupuis, 2020. "Causal mechanism of extreme river discharges in the upper Danube basin network," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 741-764, August.
    2. Jona Lilienthal & Leandra Zanger & Axel Bücher & Roland Fried, 2022. "A note on statistical tests for homogeneities in multivariate extreme value models for block maxima," Environmetrics, John Wiley & Sons, Ltd., vol. 33(7), November.
    3. Combes, Catherine & Ng, Hon Keung Tony, 2022. "On parameter estimation for Amoroso family of distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 191(C), pages 309-327.
    4. Guillou, Armelle & Padoan, Simone A. & Rizzelli, Stefano, 2018. "Inference for asymptotically independent samples of extremes," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 114-135.
    5. Sweta Rai & Alexis Hoffman & Soumendra Lahiri & Douglas W. Nychka & Stephan R. Sain & Soutir Bandyopadhyay, 2024. "Fast parameter estimation of generalized extreme value distribution using neural networks," Environmetrics, John Wiley & Sons, Ltd., vol. 35(3), May.
    6. Silius M. Vandeskog & Sara Martino & Daniela Castro-Camilo & Håvard Rue, 2022. "Modelling Sub-daily Precipitation Extremes with the Blended Generalised Extreme Value Distribution," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(4), pages 598-621, December.

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