Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure
DOI10.1080/03610926.2014.935434zbMath1345.62045OpenAlexW2295192629WikidataQ116752799 ScholiaQ116752799MaRDI QIDQ2817133
Philippe Naveau, Esterina Masiello, Pierre Ribereau
Publication date: 29 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.935434
extreme value theorygeneralized extreme value distributionskew distributionsprobability-weighted momentsreturn level estimation
Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Approximations to statistical distributions (nonasymptotic) (62E17)
Uses Software
Cites Work
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