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Volumn 21, Issue 4, 2002, Pages 415-432

A Monte Carlo approach for maximum power estimation based on extreme value theory

Author keywords

Extreme value theory; Maximum power estimation; Statistical simulation

Indexed keywords

EXTREME VALUE THEORY;

EID: 0036539969     PISSN: 02780070     EISSN: None     Source Type: Journal    
DOI: 10.1109/43.992765     Document Type: Article
Times cited : (37)

References (29)
  • 18
    • 0001075431 scopus 로고
    • Statistical inference using extreme value order statistics
    • (1975) Ann. Stat. , vol.3 , pp. 119-131
    • Pickands, J.1
  • 27
    • 0000439164 scopus 로고
    • On estimating the endpoint of a distribution
    • (1982) Ann. Stat. , vol.10 , Issue.2 , pp. 556-568
    • Hall, P.1
  • 28
    • 0000704345 scopus 로고
    • Maximum likelihood estimation in a class of nonregular cases
    • (1985) Biometrika , vol.72 , Issue.1 , pp. 67-90
    • Smith, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.