메뉴 건너뛰기




Volumn 61, Issue 4, 1998, Pages 341-360

A comparison of confidence intervals for generalized extreme-value distributions

Author keywords

Confidence intervals; Coverage; Generalized extreme value distribution; Optimal bounded robust estimates; Probability weighted moment estimates

Indexed keywords


EID: 0032275127     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659808811918     Document Type: Article
Times cited : (21)

References (11)
  • 1
    • 0028164227 scopus 로고
    • Parameter and quantile estimation for the generalized extreme-value distribution
    • Castillo, E. and Hadi, A. S. (1994) Parameter and quantile estimation for the generalized extreme-value distribution, Environmetrics, 5, 417-432.
    • (1994) Environmetrics , vol.5 , pp. 417-432
    • Castillo, E.1    Hadi, A.S.2
  • 3
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • Efron, B. (1979) Bootstrap methods: another look at the jackknife, The Annals of Statistics, 7, 1-26.
    • (1979) The Annals of Statistics , vol.7 , pp. 1-26
    • Efron, B.1
  • 6
    • 21844504972 scopus 로고
    • Robust estimation - A weighted likelihood approach
    • Field, C. and Smith, B. (1994) Robust estimation - a weighted likelihood approach, International Statistical Review, 62, 405-424.
    • (1994) International Statistical Review , vol.62 , pp. 405-424
    • Field, C.1    Smith, B.2
  • 8
    • 0022113451 scopus 로고
    • Estimation of the generalized extreme-value distribution by the method of probability-weight moments
    • Hosking, J. R. M., Wallis, J. R. and Wood, E. F. (1985) Estimation of the generalized extreme-value distribution by the method of probability-weight moments, Technometrics, 27, 251-261.
    • (1985) Technometrics , vol.27 , pp. 251-261
    • Hosking, J.R.M.1    Wallis, J.R.2    Wood, E.F.3
  • 9
    • 84904261422 scopus 로고
    • The frequency distribution of the annual maximum (or minimum) of meteorological elements
    • Jenkinson, A. F. (1955) The frequency distribution of the annual maximum (or minimum) of meteorological elements, Quarterly Journal of the Royal Meterological Society, 81, 158-171.
    • (1955) Quarterly Journal of the Royal Meterological Society , vol.81 , pp. 158-171
    • Jenkinson, A.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.