J. Ortega

  1. Profile Likelihood Intervals for Quantiles in Extreme Value Distributions.

    Authors: A. Bolívar, E. Díaz-Francés, J. Ortega, E. Vilchis
    Subjects: Applications
    Abstract

    Profile likelihood intervals of large quantiles in Extreme Value
    distributions provide a good way to estimate these parameters of interest since
    they take into account the asymmetry of the likelihood surface in the case of
    small and moderate sample sizes; however they are seldom used in practice. In
    contrast, maximum likelihood asymptotic (mla) intervals are commonly used
    without respect to sample size.

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