Gelişmiş Arama

Basit öğe kaydını göster

dc.contributor.authorKouider, Mohammed Ridhaen_US
dc.contributor.authorIdiou, Nesrineen_US
dc.contributor.authorFatah, Benatiaen_US
dc.date.accessioned2023-10-09T19:00:11Z
dc.date.available2023-10-09T19:00:11Z
dc.date.issued2023-10
dc.identifier.citationKouider, M. R., Idiou, N. & Fatah, B. (2023). Modified bisection algorithm in estimating the extreme value index under random censoring. TWMS Journal Of Applied And Engineering Mathematics, 13(4), 1408-1422.en_US
dc.identifier.issn2146-1147en_US
dc.identifier.issn2587-1013en_US
dc.identifier.urihttp://belgelik.isikun.edu.tr/xmlui/handle/iubelgelik/5723
dc.identifier.urihttp://jaem.isikun.edu.tr/web/index.php/current/122-vol13no4/1124
dc.description.abstractThe Generalized Pareto Distribution (GPD) has long been employed in the theories of extreme values. In this paper, we are interested by estimating the extreme value index under censoring. Using a maximum likelihood estimator (MLE) and a numerical method algorithm, a new approach is proposed to estimate the extreme value index by maximizing the adaptive log-likelihood of GPD given censored data. We also show how to construct the maximum likelihood estimate of the GPD parameters (shape and scale) using censored data. Lastly, numerical examples are provided at the end of the paper to show the method’s reliability and to better illustrate the findings of this research.en_US
dc.language.isoenen_US
dc.publisherIşık University Pressen_US
dc.relation.ispartofTWMS Journal Of Applied And Engineering Mathematicsen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectExtreme value indexen_US
dc.subjectRandom censoringen_US
dc.subjectGeneralized pareto distributionsen_US
dc.subjectMaximum likelihooden_US
dc.subjectThe modified bisection algorithmen_US
dc.titleModified bisection algorithm in estimating the extreme value index under random censoringen_US
dc.typeArticleen_US
dc.description.versionPublisher's Versionen_US
dc.identifier.volume13
dc.identifier.issue4
dc.identifier.startpage1408
dc.identifier.endpage1422
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US
dc.indekslendigikaynakScopusen_US
dc.indekslendigikaynakEmerging Sources Citation Index (ESCI)en_US


Bu öğenin dosyaları:

Thumbnail

Bu öğe aşağıdaki koleksiyon(lar)da görünmektedir.

Basit öğe kaydını göster

info:eu-repo/semantics/openAccess
Aksi belirtilmediği sürece bu öğenin lisansı: info:eu-repo/semantics/openAccess