A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution

Stochastic Environmental Research and Risk Assessment

Volumn 24, Issue 5, 2010, Pages 761-770

  Yoon, Seonkyoo ^a   Cho, Woncheol ^b   Heo, Jun Haeng ^b   Kim, Chul Eung ^b  

^a Korea Institute of Civil Engineering and Building Technology   (South Korea)

^b Yonsei University   (South Korea)

Author keywords

Bayesian analysis; Beta distribution; Generalized maximum likelihood estimator; GEV distribution

Indexed keywords

ASYMPTOTIC APPROXIMATION; BAYESIAN; BAYESIAN ANALYSIS; BAYESIAN APPROACHES; BAYESIAN ESTIMATION METHODS; BAYESIAN FRAMEWORKS; BETA DISTRIBUTIONS; BETA PRIOR DISTRIBUTION; GENERALIZED EXTREME VALUE DISTRIBUTION; GENERALIZED MAXIMUM LIKELIHOOD; GEV DISTRIBUTIONS; HYDROLOGIC EXTREMES; HYPER-PARAMETER; PERFORMANCE COMPARISON; ROOT MEAN SQUARE ERRORS; SHAPE PARAMETERS; SIMULATION-BASED ANALYSIS;

ASYMPTOTIC ANALYSIS; BAYESIAN NETWORKS; ESTIMATION; UNCERTAINTY ANALYSIS;

MAXIMUM LIKELIHOOD ESTIMATION;

BAYESIAN ANALYSIS; COMPUTER SIMULATION; ERROR ANALYSIS; ESTIMATION METHOD; MAXIMUM LIKELIHOOD ANALYSIS; UNCERTAINTY ANALYSIS;

EID: 77955049667     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-009-0362-7     Document Type: Article

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