Publication
Report - UK Institute of Hydrology
Paper

Estimation of the generalised extreme-value distribution by the method of probability weighted moments.

Abstract

The method of probability weighted moments is used to derive estimators of the parameters and quantiles of the generalised extreme-value distribution. The properties of these estimators are investigated in large samples via asymptotic theory and in small and moderate samples via computer simulation.-from Authors

Date

01 Jan 1984

Publication

Report - UK Institute of Hydrology

Authors

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