3 papers
math.ST2022
Asymptotic properties of parametric and nonparametric probability density estimators of sample maximum
Taku Moriyama
Asymptotic properties of three estimators of probability density function of sample maximum are derived, where is a function of sample size . One of the…
math.ST2022
A semiparametric probability distribution estimator of sample maximums
Taku Moriyama
This study proposes a computationally efficient semiparametric distribution estimator, which is a slight modification of the naive mixture proposed by Schuster and Yakowitz (1985)…
math.ST2021
Parametric and nonparametric probability distribution estimators of sample maximum
Taku Moriyama
Extreme value theory has constructed asymptotic properties of the sample maximum. This study concerns probability distribution estimation of the sample maximum. The traditional app…