Parameter estimation for the generalized extreme value distribution: a method that combines bootstrapping and r largest order statistics
Fuente:
arXiv
Saved in:
| Main Author: | Soto, Juan L. P. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Explaining the unexplainable: leveraging extremal dependence to characterize the 2021 Pacific Northwest heatwave
by: Zhang, Likun, et al.
Published: (2023)
by: Zhang, Likun, et al.
Published: (2023)
Causal tail coefficient for compound extremes in multivariate time series
by: Yin, Cathy, et al.
Published: (2025)
by: Yin, Cathy, et al.
Published: (2025)
Nonparametric geostatistical risk mapping
by: Fernández-casal, Rubén, et al.
Published: (2024)
by: Fernández-casal, Rubén, et al.
Published: (2024)
Nonparametric conditional risk mapping under heteroscedasticity
by: Fernández-Casal, Rubén, et al.
Published: (2024)
by: Fernández-Casal, Rubén, et al.
Published: (2024)
Seasonal and Periodic Patterns in US COVID-19 Mortality using the Variable Bandpass Periodic Block Bootstrap
by: Valachovic, Edward, et al.
Published: (2024)
by: Valachovic, Edward, et al.
Published: (2024)
Periodicity in New York State COVID-19 Hospitalizations Leveraged from the Variable Bandpass Periodic Block Bootstrap
by: Ahmad, Asmaa, et al.
Published: (2024)
by: Ahmad, Asmaa, et al.
Published: (2024)
Inference for competing risks based on area between curves statistics
by: Mack, Simon, et al.
Published: (2026)
by: Mack, Simon, et al.
Published: (2026)
River flow modelling using nonparametric functional data analysis
by: Quintela-del-Río, Alejandro, et al.
Published: (2024)
by: Quintela-del-Río, Alejandro, et al.
Published: (2024)
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)
by: Verma, Victor, et al.
Published: (2024)
Testing parametric models for the angular measure for bivariate extremes
by: Lhaut, Stéphane, et al.
Published: (2024)
by: Lhaut, Stéphane, et al.
Published: (2024)
A kernel-based framework for covariate significance tests in nonparametric regression
by: Diz-Castro, Daniel, et al.
Published: (2025)
by: Diz-Castro, Daniel, et al.
Published: (2025)
Flatness-Robust Critical Bandwidth
by: Kostyshak, Scott
Published: (2025)
by: Kostyshak, Scott
Published: (2025)
The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
by: Spector, Asher, et al.
Published: (2024)
by: Spector, Asher, et al.
Published: (2024)
A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)
by: Neves, Claudia, et al.
Published: (2025)
Martingale Posterior Distributions for Log-concave Density Functions
by: Cui, Fuheng, et al.
Published: (2024)
by: Cui, Fuheng, et al.
Published: (2024)
Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)
by: Diz-Castro, Daniel, et al.
Published: (2026)
Predicting hazards of climate extremes: a statistical perspective
by: Pacifici, Carlotta, et al.
Published: (2025)
by: Pacifici, Carlotta, et al.
Published: (2025)
A Bayesian Bootstrap for Mixture Models
by: Cui, Fuheng, et al.
Published: (2023)
by: Cui, Fuheng, et al.
Published: (2023)
Median Radial Function: A Robust, Covariance-Free Framework and Applications
by: Elamir, Elsayed
Published: (2026)
by: Elamir, Elsayed
Published: (2026)
Depth-Based Vector Median Absolute Deviation Moments for Robust Multivariate Shape Analysis
by: Elamir, Elsayed
Published: (2026)
by: Elamir, Elsayed
Published: (2026)
The Role of Mean Absolute Deviation Function in Obtaining Smooth Estimation for Distribution and Density Functions: Beta Regression Approach
by: Elamir, Elsayed A. H.
Published: (2024)
by: Elamir, Elsayed A. H.
Published: (2024)
A Robust Moment System Based on Absolute Deviations and Quantile Slicing
by: Elamir, Elsayed
Published: (2026)
by: Elamir, Elsayed
Published: (2026)
Exploring Multivariate Data Using Median Absolute Deviation Depth
by: Elamir, Elsayed
Published: (2026)
by: Elamir, Elsayed
Published: (2026)
A Percentile-Focused Regression Method for Applied Data with Irregular Error Structures
by: Elamir, Elsayed
Published: (2026)
by: Elamir, Elsayed
Published: (2026)
Evaluating Randomness Assumption: A Novel Graph Theoretic Approach
by: Gehlot, Shriya, et al.
Published: (2025)
by: Gehlot, Shriya, et al.
Published: (2025)
On estimation and order selection for multivariate extremes via clustering
by: Deng, Shiyuan, et al.
Published: (2024)
by: Deng, Shiyuan, et al.
Published: (2024)
Quick and Simple Kernel Differential Equation Regression Estimators for Data with Sparse Design
by: Ge, Chunlei, et al.
Published: (2024)
by: Ge, Chunlei, et al.
Published: (2024)
Graphical models for multivariate extremes
by: Engelke, Sebastian, et al.
Published: (2024)
by: Engelke, Sebastian, et al.
Published: (2024)
Empirical tail dependence functions in high dimensions: uniform linearizations and inference
by: Bücher, Axel, et al.
Published: (2026)
by: Bücher, Axel, et al.
Published: (2026)
Rejoinder to the discussion of "Mode-based estimation of the center of symmetry"
by: Chacón, José E., et al.
Published: (2025)
by: Chacón, José E., et al.
Published: (2025)
New Tests of Randomness for Circular Data
by: Gehlot, Shriya, et al.
Published: (2025)
by: Gehlot, Shriya, et al.
Published: (2025)
Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)
by: Lis, Jakub
Published: (2026)
Modelling multivariate extremes through angular-radial decomposition of the density function
by: Mackay, Ed, et al.
Published: (2023)
by: Mackay, Ed, et al.
Published: (2023)
Design-Conditional Prior Elicitation for Dirichlet Process Mixtures: A Unified Framework for Cluster Counts and Weight Control
by: Lee, JoonHo
Published: (2026)
by: Lee, JoonHo
Published: (2026)
Nonparametric Inference on Dose-Response Curves Without the Positivity Condition
by: Zhang, Yikun, et al.
Published: (2024)
by: Zhang, Yikun, et al.
Published: (2024)
A goodness-of-fit test for regression models with spatially correlated errors
by: Meilán-Vila, Andrea, et al.
Published: (2024)
by: Meilán-Vila, Andrea, et al.
Published: (2024)
Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)
by: Derumigny, Alexis, et al.
Published: (2025)
Fusing Sparse Observations and Dense Simulations for Spatial Extreme Value Analysis: Application to U.S. Coastal Sea Levels
by: White, Brian N., et al.
Published: (2026)
by: White, Brian N., et al.
Published: (2026)
Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow
by: Pasche, Olivier C., et al.
Published: (2021)
by: Pasche, Olivier C., et al.
Published: (2021)
Mode-based estimation of the center of symmetry
by: Chacón, José E., et al.
Published: (2024)
by: Chacón, José E., et al.
Published: (2024)
Similar Items
-
Explaining the unexplainable: leveraging extremal dependence to characterize the 2021 Pacific Northwest heatwave
by: Zhang, Likun, et al.
Published: (2023) -
Causal tail coefficient for compound extremes in multivariate time series
by: Yin, Cathy, et al.
Published: (2025) -
Nonparametric geostatistical risk mapping
by: Fernández-casal, Rubén, et al.
Published: (2024) -
Nonparametric conditional risk mapping under heteroscedasticity
by: Fernández-Casal, Rubén, et al.
Published: (2024) -
Seasonal and Periodic Patterns in US COVID-19 Mortality using the Variable Bandpass Periodic Block Bootstrap
by: Valachovic, Edward, et al.
Published: (2024)