Pages that link to "Item:Q4638797"
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The following pages link to A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution (Q4638797):
Displaying 7 items.
- Comprehensive evaluation of regional flood frequency analysis by L- and LH-moments. I: A re-visit to regional homogeneity (Q1731548) (← links)
- Comprehensive evaluation of regional flood frequency analysis by L- and LH-moments. II: Development of LH-moments parameters for the generalized Pareto and generalized logistic distributions (Q1731549) (← links)
- On robustness of large quantile estimates of log-Gumbel and log-logistic distributions to largest elements of the observation series: Monte Carlo results vs. first order approximation. (Q2505883) (← links)
- A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution (Q2581847) (← links)
- Fitting the generalized logistic distribution by LQ-moments (Q2898600) (← links)
- Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data (Q5861580) (← links)
- Tales of the Wakeby tail and alternatives when modelling extreme floods (Q6618915) (← links)
