Estimating parameters of an extreme value distribution by the method of moments

DOI10.1016/0378-3758(94)90162-7zbMath0798.62033OpenAlexW2008970974MaRDI QIDQ1333101

Norbert Christopeit

Publication date: 13 September 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90162-7

zbMATH Keywords

extreme value distributionsweak consistencymethod of momentsdistribution of earthquake magnitudesdistribution of maxima of grouped observations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Extreme value theory; extremal stochastic processes (60G70)

Related Items (3)

Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Tail density estimation for exploratory data analysis using kernel methods ⋮ The maximum earthquake in future \(T\) years: checking by a real catalog

Cites Work

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• On the estimation of the extreme-value index and large quantile estimation
• A moment estimator for the index of an extreme-value distribution
• Extremal theory for stochastic processes

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