Fixed Point Iteration for Estimating the Parameters of Extreme Value Distributions
نویسندگان
چکیده
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for adressing this problem is the Newton-Raphson approach which requires differentiation unlike the fixed point iteration which is also easier to implement. Graphical approaches are also usualy proposed in the literature. We prove that these reduce in fact to the fixed point solution proposed in this paper. 2000 AMS Classification: 62F10; 62N02.
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ورودعنوان ژورنال:
- Communications in Statistics - Simulation and Computation
دوره 38 شماره
صفحات -
تاریخ انتشار 2009