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

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

Research output: Contribution to journalArticle

2 Scopus citations

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 languageEnglish (US)
JournalReport - UK Institute of Hydrology
Volume89
StatePublished - Jan 1 1984

All Science Journal Classification (ASJC) codes

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

Fingerprint Dive into the research topics of 'Estimation of the generalised extreme-value distribution by the method of probability weighted moments.'. Together they form a unique fingerprint.

  • Cite this