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The distributions of this family are defined by  \\[  \\Pr\\{\\zeta<z\\}=F(z)=G(z;\\mu,\\sigma,\\xi) =\\exp\\left( -\\left[ 1+\\xi \\left((z-\\mu)/\\sigma \\right)^{-1/\\xi} \\right] \\right)  \\]  for \\(\\{z:\\;1+\\xi(z-\\mu)/\\sigma>0\\}\\), the case of \\(\\xi=0\\) is interpreted as \\(\\xi\\to 0\\). The parameters \\(\\mu\\), \\(\\sigma\\), \\(\\xi\\) are estimated by an i.i.d. sample \\(z_1\\),\\dots \\(z_n\\). Three estimation methods are considered: maximum likelihood (ML), penalized ML (PML) and probability weighted moments (PWM). In PWM the theoretical \\(r\\)-th probability weighted moments of a variable \\(\\zeta\\) are considered:  \\[  \\beta_r=\\beta_r(\\mu,\\sigma,\\xi)=E\\zeta(F(\\zeta))^r, \\;r=0,1,2,\\dots  \\]  and estimators of the parameters are obtained by equating \\(\\beta_r\\) with their empirical counterparts \\(\\tilde\\beta_r=n^{-1}\\sum_{j=1}^n z_j (\\tilde F_n(z_j))^r,\\) where \\(\\tilde F_n(z_j)\\) is an empirical d.f. These methods are compared via simulation studies. Results of analysis of annual maximum sea-level data from 58 UK coast sites are described. In these studies a model of the linear trend is considered: \\(z_t\\sim G(\\cdot 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