Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure

DOI10.1080/03610926.2014.935434zbMath1345.62045WikidataQ116752799 ScholiaQ116752799MaRDI QIDQ2817133

Philippe Naveau, Esterina Masiello, Pierre Ribereau

Publication date: 29 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.935434

zbMATH Keywords

extreme value theory; generalized extreme value distribution; skew distributions; probability-weighted moments; return level estimation

Mathematics Subject Classification ID

62P12: Applications of statistics to environmental and related topics

62F10: Point estimation

62E17: Approximations to statistical distributions (nonasymptotic)

Uses Software

• sn

Cites Work

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