Three-step N-R algorithm for the maximum-likelihood estimation of the general extreme values distribution parameters

Advances in Engineering Software

Volumn 39, Issue 5, 2008, Pages 384-394

  Haktanir, Tefaruk ^a  

^a ERCIYES UNIVERSITY   (Turkey)

Author keywords

General extreme values distribution; Maximum likelihood estimates of the general extreme values distribution parameters

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; METHOD OF MOMENTS; NEWTON-RAPHSON METHOD; PROBLEM SOLVING;

GENERAL EXTREME VALUES DISTRIBUTION; LOG-LIKELIHOOD FUNCTION (LLF); SHAPE PARAMETER;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 38149011356     PISSN: 09659978     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.advengsoft.2007.03.008     Document Type: Article

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