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

Research output: Contribution to journal › Article › peer-review

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

@article{b90ce4da0b2247979f0c11d207b1fa08,

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",

author = "Hosking, {J. R.M.} and Wallis, {J. R.} and Wood, {E. F.}",

year = "1984",

month = jan,

day = "1",

language = "English (US)",

volume = "89",

journal = "Report - UK Institute of Hydrology",

issn = "0264-8709",

publisher = "Institute of Hydrology",

}

TY - JOUR

T1 - Estimation of the generalised extreme-value distribution by the method of probability weighted moments.

AU - Hosking, J. R.M.

AU - Wallis, J. R.

AU - Wood, E. F.

PY - 1984/1/1

Y1 - 1984/1/1

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

AB - 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

UR - http://www.scopus.com/inward/record.url?scp=0021545386&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0021545386&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:0021545386

SN - 0264-8709

VL - 89

JO - Report - UK Institute of Hydrology

JF - Report - UK Institute of Hydrology

ER -

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

Abstract

All Science Journal Classification (ASJC) codes

Other files and links

Fingerprint

Cite this