Estimation of the generalised extreme-value distribution by the method of probability weighted moments.

J. R.M. Hosking; J. R. Wallis; E. F. Wood

Estimation of the generalised extreme-value distribution by the method of probability weighted moments.

J. R.M. Hosking, J. R. Wallis, E. F. Wood

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Abstract

The method of probability weighted moments is used to derive estimators of the parameters and quantiles of the generalised extreme-value distribution. The properties of these estimators are investigated in large samples via asymptotic theory and in small and moderate samples via computer simulation.-from Authors

Original language	English (US)
Journal	Report - UK Institute of Hydrology
Volume	89
State	Published - Jan 1 1984

All Science Journal Classification (ASJC) codes

Environmental Science(all)
Earth and Planetary Sciences(all)

Cite this

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title = "Estimation of the generalised extreme-value distribution by the method of probability weighted moments.",

abstract = "The method of probability weighted moments is used to derive estimators of the parameters and quantiles of the generalised extreme-value distribution. The properties of these estimators are investigated in large samples via asymptotic theory and in small and moderate samples via computer simulation.-from Authors",

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AU - Hosking, J. R.M.

AU - Wallis, J. R.

AU - Wood, E. F.

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N2 - The method of probability weighted moments is used to derive estimators of the parameters and quantiles of the generalised extreme-value distribution. The properties of these estimators are investigated in large samples via asymptotic theory and in small and moderate samples via computer simulation.-from Authors

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Estimation of the generalised extreme-value distribution by the method of probability weighted moments.

Abstract

All Science Journal Classification (ASJC) codes

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