AS 215
Algorithm AS 215. Maximum-likelihood estimation of the parameters of the generalized extreme-value distribution.
Keywords for this software
References in zbMATH (referenced in 10 articles )
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- Schmiedt, A. B.; Dickert, H. H.; Bleck, W.; Kamps, U.: Multivariate extreme value analysis and its relevance in a metallographical application (2014)
- Yoon, Seonkyoo; Cho, Woncheol; Heo, Jun-Haeng; Kim, Chul Eung: A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution (2010)
- Zhang, Jin: Likelihood moment estimation for the generalized Pareto distribution (2007)
- Park, Jeong-Soo: A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution (2005)
- Dupuis, D. J.; Field, C. A.: Robust estimation of extremes (1998)
- Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)