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

DOI10.1007/BF01581463MaRDI QIDQ1366446zbMATHFDO

Authors Bernhard Rupp

Publication date 26 March 1998

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

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)

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Cites work

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

Cited in

(6)

• 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.
• Confidence intervals for quantiles using generalized lambda distributions
• Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data
• Estimation of asymptotic variances of quantiles for the generalized logistic distribution
• scientific article; zbMATH DE number 7460327 (Why is no real title available?)
• Generalized confidence interval of quantile from Gumbel distribution

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