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Compare return levels of fitted GPD using MLE in different R packages
This question is related to this post: Different quantiles of a fitted GPD in different R packages?
I want to constraint "potvalues" data to be in a period of 6 years, this is, 16 observations per ...
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5
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2
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Maximum likelihood and Gumbel distribution. Does the likelihood have a global maximum?
It appears to me that if I move the mode $u$ more to the negative and increase the scale parameter $\alpha$, one can get always a higher likelihood. If this is true, is there a limit of the likelihood?...
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25
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Fitting custom distributions by MLE
My question relates to fitting custom distributions in R but I feel it has enough of a probability element to remain on CV.
I have an interesting set of data which has the following characteristics:
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