All Questions
Tagged with extreme-value likelihood
1 question
1
vote
0
answers
77
views
Is it meaningful to regularise a GEV log-likelihood?
Situation/Data: I'd like to start with an example from climate science. Suppose you have a univariate time series $\vec{z} = (z_1, z_2, ..., z_n)^T$, where $z_t$ are block maxima of time step $t\in1,.....
- 85