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Volumn 77, Issue 2, 2007, Pages 190-195

Probability weighted moments properties for small samples

Author keywords

Generalized Pareto distribution; U statistics

Indexed keywords


EID: 33750985964     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.06.009     Document Type: Article
Times cited : (14)

References (10)
  • 1
    • 0001771552 scopus 로고    scopus 로고
    • Likelihood-based inference for extreme value models
    • Coles S., and Dixon M. Likelihood-based inference for extreme value models. Extremes 2 5 (1999) 23
    • (1999) Extremes , vol.2 , Issue.5 , pp. 23
    • Coles, S.1    Dixon, M.2
  • 2
    • 0000737722 scopus 로고
    • Modelling excesses over high thresholds with an application
    • Tiago de Oliveira J. (Ed), D. Reidel Publishing Co., Dordrecht
    • Davison A.C. Modelling excesses over high thresholds with an application. In: Tiago de Oliveira J. (Ed). Statistical Extremes and Applications vol. 131 (1984), D. Reidel Publishing Co., Dordrecht 461-482
    • (1984) Statistical Extremes and Applications , vol.131 , pp. 461-482
    • Davison, A.C.1
  • 3
    • 0346328617 scopus 로고    scopus 로고
    • Diebolt, J., Guillou, A., Worms, R., 2003. Asymptotic behaviour of the probability-weighted moments and penultimate approximation. E.S.A.I.M. Probab. Statist. 219-238.
  • 4
    • 1842606507 scopus 로고    scopus 로고
    • Diebolt, J., Guillou, A., Rached, I., 2004. A new look at probability-weighted moments estimators. C. R. Acad. Sci. Paris, Sér. 7, pp. 629-634.
  • 5
    • 0001744704 scopus 로고
    • A class of statistics with asymptotically normal distribution
    • Hoeffding W. A class of statistics with asymptotically normal distribution. Ann. Math. Statist. 19 (1948) 293-325
    • (1948) Ann. Math. Statist. , vol.19 , pp. 293-325
    • Hoeffding, W.1
  • 6
    • 0023400777 scopus 로고
    • Parameter and quantile estimation for the generalized Pareto distribution
    • Hosking J.R.M., and Wallis J.R. Parameter and quantile estimation for the generalized Pareto distribution. Technometrics 29 (1987) 339-349
    • (1987) Technometrics , vol.29 , pp. 339-349
    • Hosking, J.R.M.1    Wallis, J.R.2
  • 8
    • 0018721622 scopus 로고
    • Probability weighted moments compared with some traditional techniques in estimating Gumbel parameters and quantiles
    • Landwehr J., Matalas N., and Wallis J. Probability weighted moments compared with some traditional techniques in estimating Gumbel parameters and quantiles. Water Resour. Res. 15 (1979) 1055-1064
    • (1979) Water Resour. Res. , vol.15 , pp. 1055-1064
    • Landwehr, J.1    Matalas, N.2    Wallis, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.