Estimation of quantiles for a fréchet-type distribution

Australian Journal of Statistics

Volumn 38, Issue 3, 1996, Pages 291-298

  Hasofer, A M ^a   Wang, J Z ^b  

^a LA TROBE UNIVERSITY   (Australia)

^b UNIVERSITY OF WESTERN SYDNEY   (Australia)

Author keywords

Domain of attraction; Extreme values; Gumbel type distribution; Local maximum likelihood estimator; Shape parameter; Tail index

Indexed keywords

EID: 17944383414     PISSN: 00049581     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-842X.1996.tb00683.x     Document Type: Article

References (12)

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