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Maximum likelihood estimation of extreme value index for irregular cases
Liang Peng,
Yongcheng Qi
Mathematics & Statistics
Research output
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Article
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peer-review
10
Scopus citations
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Dive into the research topics of 'Maximum likelihood estimation of extreme value index for irregular cases'. Together they form a unique fingerprint.
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Keyphrases
Maximum Likelihood Estimation
100%
Extreme Value Index
100%
Statist
50%
Generalized Pareto Distribution
25%
Truncated Distribution
25%
Translation Parameters
25%
Probability Distribution
12%
Endpoint Assessment
12%
Maximum Distribution
12%
Asymptotic Limit
12%
Maximum Likelihood Estimator
12%
High Threshold
12%
Asymptotic Distribution
12%
Underlying Distribution
12%
Asymptotic Properties
12%
Mathematics
Maximum Likelihood Estimation
100%
Extreme Value Index
100%
Maximum Likelihood Estimate
50%
Truncated Distributions
25%
Generalized Pareto Distribution
25%
Probability Distribution
12%
Maximum Likelihood Estimator
12%
Underlying Distribution
12%
Asymptotic Property
12%
Asymptotic Limit
12%
Asymptotic Distribution
12%