GLmom
Provides generalized L-moments estimation methods for the generalized extreme value ('GEV') distribution. Implements both stationary 'GEV' and non-stationary 'GEV11' models where location and scale parameters vary with time. Includes various penalty functions (Martins-Stedinger, Park, Cannon, Coles-Dixon) for shape parameter regularization. Also provides model averaging estimation ('ma.gev') that combines MLE and L-moment methods with multiple weighting schemes for robust high quantile estimation. The 'GLME' methodology is described in Shin et al. (2025a) <doi:10.48550/arXiv.2512.20385>. The non-stationary L-moment method is based on Shin et al. (2025b) <doi:10.1007/s42952-025-00325-3>. The model averaging method is described in Shin et al. (2026) <doi:10.1007/s00477-025-03167-x>. See also Hosking (1990) <doi:10.1111/j.2517-6161.1990.tb01775.x> for L-moments theory and Martins and Stedinger (2000) <doi:10.1029/1999WR900330> for penalized likelihood methods.
- Building nonstationary extreme value model using L-moments
- Generalized maximum‐likelihood generalized extreme‐value quantile estimators for hydrologic data
- L-Moments: Analysis and Estimation of Distributions Using Linear Combinations of Order Statistics
- Model averaging with mixed criteria for estimating high quantiles of extreme values: application to heavy rainfall
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