3 citations · 3 across the 2 of their papers we have counts for
3 papers
stat.ME2026
Automated selection of r for stationary and nonstationary models for r largest order statistics
Yire Shin, Jihong Park, Jeong-Soo Park
In generalized extreme value model for the r largest order statistics, denoted by rGEV, the selection of r is critical. The existing entropy difference test for selecting r is appl…
stat.ME2025
Generalized method of L-moment estimation for stationary and nonstationary extreme value models
Yonggwan Shin, Yire Shin, Jihong Park +1
Precisely estimating out-of-sample upper quantiles is very important in risk assessment and in engineering practice for structural design to prevent a greater disaster. For this pu…
stat.ME2025★ 3 cited
Building nonstationary extreme value model using L-moments
Yire Shin, Yonggwan Shin, Jeong-Soo Park
The maximum likelihood estimation for a time-dependent nonstationary (NS) extreme value model is often too sensitive to influential observations, such as large values toward the en…