Estimation of quantiles and confidence intervals for the log-Gumbel distribution

DOI10.1007/BF01581463MaRDI QIDQ1366446zbMATH OpenFDO

Authors Bernhard Rupp

Publication date 26 March 1998

Published in Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01581463

zbMATH Keywords

confidence intervalsflood frequency analysisquantile estimation

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99) Hydrology, hydrography, oceanography (86A05)

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Cites work

• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples

Cited in

(8)

• Analysis of extreme hydrologic events with Gumbel distributions: Marginal and additive cases
• Estimation of asymptotic variances of quantiles for the generalized logistic distribution
• On robustness of large quantile estimates of log-Gumbel and log-logistic distributions to largest elements of the observation series: Monte Carlo results vs. first order approximation.
• Multivariate estimation of floods: the trivariate gumbel distribution
• Generalized confidence interval of quantile from Gumbel distribution
• scientific article; zbMATH DE number 7460327 (Why is no real title available?)
• Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data
• Confidence intervals for quantiles using generalized lambda distributions

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