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Estimation Procedures for the General Extreme Value Distribution for the Maxima: Alternative PWM Method
Publisher: American Society of Civil Engineers
Abstract: The moments (MOM1 and MOM2), maximum likelihood (ML), sextiles (SEX1 and SEX2) and probability weighted moments (PWM1 and PWM2) methods for estimating the parameters and quantiles of the general extreme value (GEV) ...
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