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Penultimate versus ultimate in statistical theory of extremes. A simulation study - MaRDI portal

Penultimate versus ultimate in statistical theory of extremes. A simulation study (Q1078945)

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scientific article; zbMATH DE number 3960761
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English
Penultimate versus ultimate in statistical theory of extremes. A simulation study
scientific article; zbMATH DE number 3960761

    Statements

    Penultimate versus ultimate in statistical theory of extremes. A simulation study (English)
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    1986
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    Gumbel line method
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    simulation study
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    statistical extremes
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    Frechet
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    distribution
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    Weibull distribution
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    method of moments
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    minimum
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    unlikelihood method
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    maximum likelihood
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    domain of attraction
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    Gumbel's extreme value distribution
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    penultimate type III extreme value distribution
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    high quantiles
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