A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F16%3A00004086" target="_blank" >RIV/46747885:24510/16:00004086 - isvavai.cz</a>
Result on the web
<a href="https://www.tandfonline.com/doi/pdf/10.1080/03610918.2016.1188206" target="_blank" >https://www.tandfonline.com/doi/pdf/10.1080/03610918.2016.1188206</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610918.2016.1188206" target="_blank" >10.1080/03610918.2016.1188206</a>

Result language
angličtina
Original language name
A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution
Original language description
In this paper, L-moments, LQ-moments and TL-moments of the generalized Pareto and generalized extreme-value distributions are derived up to the fourth order. The first three L-, LQ- and TL-moments are used to obtain estimators of their parameters. Performing a simulation study, high quantile estimates based on L-, LQ- and TL-moments are compared to the maximum likelihood estimate with respect to their sample mean squared error.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA14-18675S" target="_blank" >GA14-18675S: Advanced models of precipitation extremes and their applications in high-resolution climate model simulations</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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