A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution (Q4638797)
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scientific article; zbMATH DE number 6865556
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| English | A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution |
scientific article; zbMATH DE number 6865556 |
Statements
A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution (English)
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30 April 2018
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generalized extreme-value distribution
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generalized Pareto distribution
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L-moment
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LQ-moment
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TL-moment
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0.8331059217453003
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0.8138564229011536
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0.800029456615448
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0.7976332902908325
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