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http://dx.doi.org/10.7465/jkdi.2015.26.2.535

Estimation for scale parameter of type-I extreme value distribution  

Choi, Byungjin (Department of Applied Information Statistics, Kyonggi University)
Publication Information
Journal of the Korean Data and Information Science Society / v.26, no.2, 2015 , pp. 535-545 More about this Journal
Abstract
In a various range of applications including hydrology, the type-I extreme value distribution has been extensively used as a probabilistic model for analyzing extreme events. In this paper, we introduce methods for estimating the scale parameter of the type-I extreme value distribution. A simulation study is performed to compare the estimators in terms of mean-squared error and bias, and the obtained results are provided.
Keywords
Bias; generalized probability weighted moments; maximum entropy; maximum likelihood; mean-squared error; probability weighted moments; type-I extreme value distribution;
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Times Cited By KSCI : 1  (Citation Analysis)
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