The aim of this paper is to provide some practical aspects of point and interval estimates of the global maximum of a function using extreme value theory. Consider a real-valued function f:D→ defined on a bounded interval D such that f is either not known analytically or is known analytically but has rather a complicated analytic form. We assume that f possesses a global maximum attained, say, at u*∈D with maximal value x*=max u f(u)≐f(u*). The problem of seeking the optimum of a function which is more or less unknown to the observer has resulted in the development of a large variety of search techniques. In this paper we use the extreme-value approach as appears in Dekkers et al. [A moment estimator for the index of an extreme-value distr...
In this paper we perform an analytical and numerical study of Extreme Value distri-butions in discre...
Extreme value theory is a modern statistical method for modelling events with a very low probability...
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of...
Summary The three-parameter generalized extreme value distribution arises from classi...
AbstractThe paper is about the asymptotic properties of the maximum likelihood estimator for the ext...
AbstractIn this paper, we consider the problem of approximating the location,x0∈C, of a maximum of a...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
The global maximum of a function can be determined by using information about the number of stationa...
In 1948, W. Hoeffding [W. Hoeffding, A class of statistics with asymptotically normal distribution, ...
The extreme interval values and statistics (expected value, median, mode, standard deviation, and co...
The goal of this thesis is to introduce basic concepts of the extreme value theory. The first chapte...
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value ind...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
Extreme value theory aims at estimating the probability of an event (usually some kind of disastrous...
We define the extreme values of any random sample of size n from a distribution function F as the ob...
In this paper we perform an analytical and numerical study of Extreme Value distri-butions in discre...
Extreme value theory is a modern statistical method for modelling events with a very low probability...
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of...
Summary The three-parameter generalized extreme value distribution arises from classi...
AbstractThe paper is about the asymptotic properties of the maximum likelihood estimator for the ext...
AbstractIn this paper, we consider the problem of approximating the location,x0∈C, of a maximum of a...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
The global maximum of a function can be determined by using information about the number of stationa...
In 1948, W. Hoeffding [W. Hoeffding, A class of statistics with asymptotically normal distribution, ...
The extreme interval values and statistics (expected value, median, mode, standard deviation, and co...
The goal of this thesis is to introduce basic concepts of the extreme value theory. The first chapte...
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value ind...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
Extreme value theory aims at estimating the probability of an event (usually some kind of disastrous...
We define the extreme values of any random sample of size n from a distribution function F as the ob...
In this paper we perform an analytical and numerical study of Extreme Value distri-butions in discre...
Extreme value theory is a modern statistical method for modelling events with a very low probability...
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of...