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

DOI10.1007/BF01581463zbMATH Open0883.62029MaRDI QIDQ1366446FDOQ1366446

Bernhard Rupp

Publication date: 26 March 1998

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

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• scientific article; zbMATH DE number 5233574

zbMATH Keywords

confidence intervalsquantile estimationflood frequency analysis

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation

Cited In (5)

• 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
• Title not available (Why is that?)
• 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.

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