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    Estimation Procedures for the General Extreme Value Distribution for the Maxima: Alternative PWM Method

    Source: Journal of Hydrologic Engineering:;2012:;Volume ( 017 ):;issue: 008
    Author:
    Jose A. Raynal-Vellaseñor
    DOI: 10.1061/(ASCE)HE.1943-5584.0000525
    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) distribution for the maxima were analyzed and compared by using data generation techniques of the type of distribution sampling experiments. Considering variance, bias, and mean square error criteria of estimates of parameters and quantiles, it is concluded that in general for the sample sizes analyzed
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      Estimation Procedures for the General Extreme Value Distribution for the Maxima: Alternative PWM Method

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    https://yetl.yabesh.ir/yetl1/handle/yetl/63413
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    contributor authorJose A. Raynal-Vellaseñor
    date accessioned2017-05-08T21:49:17Z
    date available2017-05-08T21:49:17Z
    date copyrightAugust 2012
    date issued2012
    identifier other%28asce%29he%2E1943-5584%2E0000545.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/63413
    description abstractThe 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) distribution for the maxima were analyzed and compared by using data generation techniques of the type of distribution sampling experiments. Considering variance, bias, and mean square error criteria of estimates of parameters and quantiles, it is concluded that in general for the sample sizes analyzed
    publisherAmerican Society of Civil Engineers
    titleEstimation Procedures for the General Extreme Value Distribution for the Maxima: Alternative PWM Method
    typeJournal Paper
    journal volume17
    journal issue8
    journal titleJournal of Hydrologic Engineering
    identifier doi10.1061/(ASCE)HE.1943-5584.0000525
    treeJournal of Hydrologic Engineering:;2012:;Volume ( 017 ):;issue: 008
    contenttypeFulltext
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