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 - 1984

All Science Journal Classification (ASJC) codes

General Environmental Science
General Earth and Planetary Sciences

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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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year = "1984",

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journal = "Report - UK Institute of Hydrology",

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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

Y1 - 1984

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

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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

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