Three-step N-R algorithm for the maximum-likelihood estimation of the general extreme values distribution parameters.
Tefaruk HaktanirPublished in: Adv. Eng. Softw. (2008)
Keyphrases
- maximum likelihood estimation
- expectation maximization
- em algorithm
- maximum likelihood
- parameter estimation
- density function
- detection algorithm
- extreme values
- dynamic programming
- probability distribution
- likelihood function
- probabilistic model
- mixture of gaussians
- k means
- similarity measure
- gaussian mixture model
- density estimation
- lead time
- probability density