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)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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. |
scientific article |
Statements
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. (English)
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28 September 2006
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probability distributions
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random sample
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quantiles
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parameter estimation methods
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log-Gumbel
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log-logistic
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largest element
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maximum likelihood
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moments
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L-moments
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robustness
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bias
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Monte-Carlo simulation
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outliers
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