메뉴 건너뛰기




Volumn 62, Issue 3, 2004, Pages 377-389

Maximum likelihood estimation from record-breaking data for the generalized Pareto distribution

Author keywords

Best linear unbiased estimates; Biased and unbiased estimates; Interval estimation; Maximum likelihood estimates; Minimum variance bound and relative efficiency; Upper record values

Indexed keywords


EID: 84891401371     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (6)

References (17)
  • 1
    • 51249186686 scopus 로고
    • Linear prediction of record values for the two parameter exponential distribution
    • Ahsanullah, M. (1980) Linear prediction of record values for the two parameter exponential distribution, Ann. Inst. Statist. Math., 2, 363-368.
    • (1980) Ann. Inst. Statist. Math , vol.2 , pp. 363-368
    • Ahsanullah, M.1
  • 3
    • 0000080309 scopus 로고
    • Estimation of the parameters of the Gumbel distribution based on the m record values
    • Ahsanullah, M. (1990) Estimation of the parameters of the Gumbel distribution based on the m record values, Comput. Statist. Quart., 3, 231-239.
    • (1990) Comput. Statist. Quart , vol.3 , pp. 231-239
    • Ahsanullah, M.1
  • 5
    • 0002146517 scopus 로고
    • Record values
    • (N. Balakrishnan and AP. Basu eds), Gordon and Breach Publishers Newark, New Jersey
    • Ahsanullah, M. (1995) Record values, In The Exponential Distribution: Theory, Methods and Applications, (N. Balakrishnan and AP. Basu eds), Gordon and Breach Publishers Newark, New Jersey, pp. 279-296.
    • (1995) The Exponential Distribution: Theory, Methods and Applications , pp. 279-296
    • Ahsanullah, M.1
  • 8
    • 0001996863 scopus 로고
    • Recurrence relations for single and product moments of record values from generalized Pareto distribution
    • Balakrishnan, N. and Ahsanullah, M. (1994) Recurrence relations for single and product moments of record values from generalized Pareto distribution, Commun. Statist. Theor. - Meth., 23, 2841-2852.
    • (1994) Commun. Statist. Theor. - Meth , vol.23 , pp. 2841-2852
    • Balakrishnan, N.1    Ahsanullah, M.2
  • 9
    • 0001759623 scopus 로고
    • On the logistic record values and associated inference
    • Balakrishnan, N., Ahsanullah, M., and Chan, P. S. (1995) On the logistic record values and associated inference, Appl. Statist. Sci., 2, 233-248.
    • (1995) Appl. Statist. Sci , vol.2 , pp. 233-248
    • Balakrishnan, N.1    Ahsanullah, M.2    Chan, P.S.3
  • 11
    • 0000721049 scopus 로고
    • The distribution and frequency of record values
    • Chandler, K. N.
    • Chandler, K. N. (1952) The distribution and frequency of record values, J Roy. Statist. Soc. B., 14, 220-228.
    • (1952) J Roy. Statist. Soc. B , vol.14 , pp. 220-228
  • 12
    • 0023400777 scopus 로고
    • Parameter and quantile estimation for the generalized Pareto distribution
    • Hosking, J. R. M. and Wallis, J. R. (1987) Parameter and quantile estimation for the generalized Pareto distribution, Technometrics, 29, 339-348.
    • (1987) Technometrics , vol.29 , pp. 339-348
    • Hosking, J.R.M.1    Wallis, J.R.2
  • 14
    • 0001075431 scopus 로고
    • Statistical inference using extreme order statistics
    • Pickands, J. (1975) Statistical inference using extreme order statistics, Ann. Statist., 3, 119-131.
    • (1975) Ann. Statist , vol.3 , pp. 119-131
    • Pickands, J.1
  • 16
    • 0001258027 scopus 로고
    • Estimating tail of probability distributions
    • Smith, R. L. (1987) Estimating tail of probability distributions, Ann. Statist., 15, 1174-1204.
    • (1987) Ann. Statist , vol.15 , pp. 1174-1204
    • Smith, R.L.1
  • 17
    • 0034354938 scopus 로고    scopus 로고
    • Record values from generalized Pareto distribution and associated inference
    • Sultan, K. S. and Moshref, M. E. (2000) Record values from generalized Pareto distribution and associated inference, Metrika, 51, 105-116.
    • (2000) Metrika , vol.51 , pp. 105-116
    • Sultan, K.S.1    Moshref, M.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.