Generalized maximum-likelihood generalized extreme-value quantile estimators for hydrologic data
نویسندگان
چکیده
منابع مشابه
On the Maximum Likelihood Estimators for some Generalized Pareto-like Frequency Distribution
Abstract. In this paper we consider some four-parametric, so-called Generalized Pareto-like Frequency Distribution, which have been constructed using stochastic Birth-Death Process in order to model phenomena arising in Bioinformatics (Astola and Danielian, 2007). As examples, two ”real data” sets on the number of proteins and number of residues for analyzing such distribution are given. The co...
متن کاملGeneralized Empirical Likelihood Estimators
In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested. These include empirical likelihood (EL), continuous updating, and exponential tilting estimators. We show that these estimators share a common structure, being members of a class of generalized empirical likelihood (GEL) estimators. We us...
متن کاملGeneralized Pickands estimators for the extreme value index
The Pickands estimator for the extreme value index is generalized in a way that includes all of its previously known variants. A detailed study of the asymptotic behavior of the estimators in the family serves to determine its optimally performing members. These are given by simple, explicit formulas, have the same asymptotic variance as the maximum likelihood estimator in the generalized Paret...
متن کاملGeneralized Maximum Spacing Estimators
The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general method for estimating param eters in univariate continuous distributions and is known to give consistent and asymptotically efficient estimates under general conditions. This method can be derived from an approximation based on simple spacings of the Kullback-Leibler informat...
متن کاملMaximum Likelihood Estimation of Parameters in Generalized Functional Linear Model
Sometimes, in practice, data are a function of another variable, which is called functional data. If the scalar response variable is categorical or discrete, and the covariates are functional, then a generalized functional linear model is used to analyze this type of data. In this paper, a truncated generalized functional linear model is studied and a maximum likelihood approach is used to esti...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Water Resources Research
سال: 2000
ISSN: 0043-1397
DOI: 10.1029/1999wr900330