Moment Estimation for Multivariate Extreme Value Distribution in a Nested Logistic Model
- Daoji Shi
- Shengsheng Zhou
DOIAbstract
Gumbel distribution, maximum likelihood estimation, moment estimation, multivariate extreme value distribution,
Gumbel distribution, maximum likelihood estimation, moment estimation, multivariate extreme value distribution,
Consider our loss-ALAE dataset, and - as in Frees & Valdez (1998) - let us fit a parametric model, i...
This thesis focuses on the validation and description of the Gumbel distribution. Since this is a sc...
In Chapter 1, we give a brief introduction to univariate extreme value theory. We also discuss the k...
Multivariate extreme value distributions arise as the limiting distributions of normalised component...
The main approach to inference for multivariate extremes consists in approximating the joint upper t...
summary:The Multivariate Extreme Value distributions have shown their usefulness in environmental st...
Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn...
Modeling extreme events is of paramount importance in various areas ofscience — biostatistics, clima...
Methods are given for simulating from symmetric and asymmetric versions of the multivariate logistic...
We introduce a new extension of the Fréchet distribution for modeling the extreme values. The new mo...
In this article, we defined and studied a new distribution for modeling extreme value. Some of its m...
AbstractUnder weak regularity conditions of the covariance sequence, it is shown that the joint limi...
The thesis is composed of three papers, all dealing with the application of extreme value methods to...
Modeling extreme events is of paramount importance in various areas of science—biostatistics, climat...
The thesis is focused on extreme value distributions and their applications. Firstly, basics of the ...
Consider our loss-ALAE dataset, and - as in Frees & Valdez (1998) - let us fit a parametric model, i...
This thesis focuses on the validation and description of the Gumbel distribution. Since this is a sc...
In Chapter 1, we give a brief introduction to univariate extreme value theory. We also discuss the k...
Multivariate extreme value distributions arise as the limiting distributions of normalised component...
The main approach to inference for multivariate extremes consists in approximating the joint upper t...
summary:The Multivariate Extreme Value distributions have shown their usefulness in environmental st...
Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn...
Modeling extreme events is of paramount importance in various areas ofscience — biostatistics, clima...
Methods are given for simulating from symmetric and asymmetric versions of the multivariate logistic...
We introduce a new extension of the Fréchet distribution for modeling the extreme values. The new mo...
In this article, we defined and studied a new distribution for modeling extreme value. Some of its m...
AbstractUnder weak regularity conditions of the covariance sequence, it is shown that the joint limi...
The thesis is composed of three papers, all dealing with the application of extreme value methods to...
Modeling extreme events is of paramount importance in various areas of science—biostatistics, climat...
The thesis is focused on extreme value distributions and their applications. Firstly, basics of the ...
Consider our loss-ALAE dataset, and - as in Frees & Valdez (1998) - let us fit a parametric model, i...
This thesis focuses on the validation and description of the Gumbel distribution. Since this is a sc...
In Chapter 1, we give a brief introduction to univariate extreme value theory. We also discuss the k...
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