Penultimate versus ultimate in statistical theory of extremes. A simulation study (Q1078945)
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English | Penultimate versus ultimate in statistical theory of extremes. A simulation study |
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Penultimate versus ultimate in statistical theory of extremes. A simulation study (English)
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1986
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Gumbel line method
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simulation study
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statistical extremes
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Frechet
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distribution
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Weibull distribution
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method of moments
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minimum
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unlikelihood method
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maximum likelihood
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domain of attraction
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Gumbel's extreme value distribution
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penultimate type III extreme value distribution
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high quantiles
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