Estimation of quantiles and confidence intervals for the log-Gumbel distribution

DOI10.1007/BF01581463zbMath0883.62029MaRDI QIDQ1366446

Bernhard Rupp

Publication date: 26 March 1998

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsquantile estimationflood frequency analysis

Mathematics Subject Classification ID

Point estimation (62F10) Hydrology, hydrography, oceanography (86A05) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

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. ⋮ Estimation of asymptotic variances of quantiles for the generalized logistic distribution ⋮ Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data

Cites Work

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• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation

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