Open AccessMETHODOLOGY OF EXTREME VALUES ANALYSIS AND ITS APPLICATION FOR PARAMETER ESTIMATION OF GENERALIZED LINEAR MODELS
Author(s) -
Svitlana Trukhan,
Petro I. Bidyuk
Publication year - 2015
Publication title -
radìoelektronìka, ìnformatika, upravlìnnâ/radìoelektronika, ìnformatika, upravlìnnâ
Language(s) - English
Resource type - Journals
eISSN - 2313-688X
pISSN - 1607-3274
DOI - 10.15588/1607-3274-2016-1-3
Subject(s) - extreme value theory , generalized pareto distribution , generalized extreme value distribution , mathematics , generalized linear model , bayesian probability , statistics , hierarchical generalized linear model , mathematical optimization