✦ LIBER ✦

The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance

✍ Scribed by Davide Ferrari; Sandra Paterlini

Book ID: 106457297
Publisher: Springer US
Year: 2008
Tongue: English
Weight: 473 KB
Volume: 11
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-007-9063-1

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Maximally Exposed Individual—Compari

The Maximally Exposed Individual—Comparison of Maximum Likelihood Estimation of High Quantiles to an Extreme Value Estimate

✍ Machelle D. Wilson; William P. McCormick; T. G. Hinton 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 132 KB

Maximum likelihood estimator and likelih

Maximum likelihood estimator and likelihood ratio test in complex models: An application to B lymphocyte development

✍ Malka Gorfine; Laurence Freedman; Gitit Shahaf; Ramit Mehr 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 96 KB

In this paper we introduce a simple framework which provides a basis for estimating parameters and testing statistical hypotheses in complex models. The only assumption that is made in the model describing the process under study, is that the deviations of the observations from the model have a mult

Application of the method of overlapping

Application of the method of overlapping intervals to maximum likelihood estimates of the transition probabilities of a homogeneous Markov chain

✍ D. V. Sin'kevich 📂 Article 📅 1988 🏛 Springer US 🌐 English ⚖ 272 KB

Estimation of the Recombination Fraction

Estimation of the Recombination Fraction by the Maximum Likelihood Method in Mapping Interacting Genes Relative to Marker Loci

✍ S. N. Priyatkina 📂 Article 📅 2002 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 106 KB

Discussion of “application of the James-

Discussion of “application of the James-Stein estimator to extreme wind speeds” and “extreme values — An improved method of fitting”

✍ S.G. Reid 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 318 KB

Estimating the local mean for Bayesian m

Estimating the local mean for Bayesian maximum entropy by generalized least squares and maximum likelihood, and an application to the spatial analysis of a censored soil variable

✍ T. G. Orton; R. M. Lark 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 395 KB