Ryan T. Godwin

Finance · 2013–2016

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it
• Statistics and Probability — 9 citations into it

Whom Ryan T. Godwin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Stuart Coles

Papers from Ryan T. Godwin's perspective

Ordered by how strongly the researchers Ryan T. Godwin trusts endorse each paper. Same corpus, a different order for every researcher.

1. An Introduction to Statistical Modeling of Extreme Values
2. Nearly Unbiased Maximum Likelihood Estimation for the Beta Distribution
3. Order statistics from non-identical right-truncated Lomax random variables with applications
4. Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data
5. Fitting Pareto II Distributions on Firm Size: Statistical Methodology and Economic Puzzles
6. Characterization of the Frequency of Extreme Earthquake Events by the Generalized Pareto Distribution
7. Monte Carlo Sampling Methods Using Markov Chains and Their Applications
8. Some Aspects of the Spline Smoothing Approach to Non‐Parametric Regression Curve Fitting
9. A fully probabilistic approach to extreme rainfall modeling
10. Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to Extreme­Value Data

Their papers

• On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution (2013) — 91 citations
• Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (2016) — 48 citations