Linear combinations of order statistics to estimate the quantiles of generalized pareto and extreme values distributions

Stochastic Environmental Research and Risk Assessment

Volumn 17, Issue 1-2, 2003, Pages 116-140

  Salvadori, G ^a  

^a UNIVERSITY OF SALENTO   (Italy)

Author keywords

Extreme events; Generalized Extreme Values distribution; Generalized Pareto distribution; Order statistics; Parameter's estimate; Quantiles

Indexed keywords

STATISTICAL ANALYSIS;

EID: 0041703186     PISSN: 14363240     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00477-002-0121-5     Document Type: Article

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